ksdensity default bandwidth value
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Hi,
Does any one knows how matlab computes the default bandwidth in the function ksdensity?
Thank you very much,
回答（3 个）
FK
2022-1-22
2 个投票
The 'ksdensity' function uses "Silverman's rule" as given in the post of Ghada. The difference between the calculations of Alexandra and the calculations done in Matlab is caused by a different estimation of the the standard deviation. Instead of estimating it by 
it is done by applying a more robust estimator 
with 
(see this Wikipedia article for further information).
it is done by applying a more robust estimator with (see this Wikipedia article for further information).With m=[1,3,2,5] you can derive with Silverman's rule that the default bandwith is given by 
.
.2 个评论
Maximiliano Barbosa
2022-10-4
thank you, actually I was study how to obtain the default bandwith too
Thomas
2024-9-19
Hi FK, I can reproduce the results if the MAD is > 0. If it is zero, MATLAB seems to use something else. Any idea what that could be?
Ghada Saleh
2015-8-7
Hello Alexandra,
In MATLAB, the default bandwidth in 'ksdensity' function is calculated using the following formula:
BandWidth = sig * (4/(3*N))^(1/5);
where 'sig' is an estimated value of the standard deviation of the samples.
I hope this helps,
Ghada
1 个评论
Alexandra
2016-3-14
I have used this formula to test the calculations of the bandwidth and I don't think it is correct.
Take a simple example: m=[1,3,2,5] Then from [a,b,c]=ksdensity(m,m,'function','cdf') c=1.1901 and sig*(4/(3*4))^(1/5)= 1.3709 So they don't yield the same answers.
Mohammad Khatamirad
2017-12-4
0 个投票
you can try this: [f, xi, bw] = ksdensity(X); bw = 'gives you the default bandwidth'
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