28 lines
981 B
Plaintext
28 lines
981 B
Plaintext
//The math here was taken from https://github.com/jasondavies/science.js/blob/master/src/stats/SampleSetDist_Bandwidth.js
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let len = x => E.A.length(x) |> float_of_int
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let iqr = x => Jstat.percentile(x, 0.75, true) -. Jstat.percentile(x, 0.25, true)
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// Silverman, B. W. (1986) Density Estimation. London: Chapman and Hall.
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let nrd0 = x => {
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let hi = Js_math.sqrt(Jstat.variance(x))
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let lo = Js_math.minMany_float([hi, iqr(x) /. 1.34])
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let e = Js_math.abs_float(x[1])
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let lo' = switch (lo, hi, e) {
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| (lo, _, _) if !Js.Float.isNaN(lo) => lo
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| (_, hi, _) if !Js.Float.isNaN(hi) => hi
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| (_, _, e) if !Js.Float.isNaN(e) => e
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| _ => 1.0
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}
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0.9 *. lo' *. Js.Math.pow_float(~base=len(x), ~exp=-0.2)
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}
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// Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley.
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let nrd = x => {
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let h = iqr(x) /. 1.34
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1.06 *.
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Js.Math.min_float(Js.Math.sqrt(Jstat.variance(x)), h) *.
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Js.Math.pow_float(~base=len(x), ~exp=-1.0 /. 5.0)
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}
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