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Code Listing by Hideaki Shimazaki

Code 1-2 of 2   






function [optW, C, W] = sskernel(x,W,str)
% [optW, C, W] = sskernel(x,W,str)
%
% Function `sskernel' returns an optimal bandwidth (standard deviation)
% of the Gauss density function used in kernel density estimation.
% Optimization principle is to minimize expected L2 loss function between
% the kernel estimate and an unknown underlying density function.
% An assumption made is merely that samples are drawn...



function [optN, C, N] = sshist(x,N)
[optN, C, N] = sshist(x,N)

Function `sshist' returns the optimal number of bins in a histogram
used for density estimation.
Optimization principle is to minimize expected L2 loss...