OptimalNoBins function

Optimal Number Of Bins

Optimal Number Of Bins is a kernel density estimation for fixed intervals.

Calculation of the optimal number of bins for a histogram.

OptimalNoBins(Data)

Arguments

• Data: Data

Returns

optNrOfBins The best possible number of bins. Not less than 10 though

Details

The bin width ist defined with bw=3.49*stdrobust(1/(n)^1/3)

Note

This the second version of the function prior available in AdaptGauss

Examples

Data = c(rnorm(1000),rnorm(2000)+2,rnorm(1000)*2-1)

optNrOfBins = OptimalNoBins(Data)

minData = min(Data,na.rm = TRUE)

maxData = max(Data,na.rm = TRUE)

i = maxData-minData

optBreaks = seq(minData, maxData, i/optNrOfBins) # bins in fixed intervals 

hist(Data, breaks=optBreaks)

References

David W. Scott Jerome P. Keating: A Primer on Density Estimation for the Great Home Run Race of 98, STATS 25, 1999, pp 16-22.

See Also

ParetoRadius

Author(s)

Alfred Ultsch, Michael Thrun