RicardoSantos

MathStatisticsKernelDensityEstimation

Library "MathStatisticsKernelDensityEstimation"
(KDE) Method for Kernel Density Estimation

kde(observations, kernel, bandwidth, nsteps)
Parameters:
  • observations: float array, sample data.
  • kernel: string, the kernel to use, default='gaussian', options='uniform', 'triangle', 'epanechnikov', 'quartic', 'triweight', 'gaussian', 'cosine', 'logistic', 'sigmoid'.
  • bandwidth: float, bandwidth to use in kernel, default=0.5, range=(0, +inf), less will smooth the data.
  • nsteps: int, number of steps in range of distribution, default=20, this value is connected to how many line objects you can display per script.
Returns: tuple with signature: (float array, float array)

draw_horizontal(distribution_x, distribution_y, distribution_lines, graph_lines, graph_labels) Draw a horizontal distribution at current location on chart.
Parameters:
  • distribution_x: float array, distribution points x value.
  • distribution_y: float array, distribution points y value.
  • distribution_lines: line array, array to append the distribution curve lines.
  • graph_lines: line array, array to append the graph lines.
  • graph_labels: label array, array to append the graph labels.
Returns: void, updates arrays: distribution_lines, graph_lines, graph_labels.

draw_vertical(distribution_x, distribution_y, distribution_lines, graph_lines, graph_labels) Draw a vertical distribution at current location on chart.
Parameters:
  • distribution_x: float array, distribution points x value.
  • distribution_y: float array, distribution points y value.
  • distribution_lines: line array, array to append the distribution curve lines.
  • graph_lines: line array, array to append the graph lines.
  • graph_labels: label array, array to append the graph labels.
Returns: void, updates arrays: distribution_lines, graph_lines, graph_labels.

style_distribution(lines, horizontal, to_histogram, line_color, line_style, linewidth) Style the distribution lines.
Parameters:
  • lines: line array, distribution lines to style.
  • horizontal: bool, default=true, if the display is horizontal(true) or vertical(false).
  • to_histogram: bool, default=false, if graph style should be switched to histogram.
  • line_color: color, default=na, if defined will change the color of the lines.
  • line_style: string, defaul=na, if defined will change the line style, options=('na', line.style_solid, line.style_dotted, line.style_dashed, line.style_arrow_right, line.style_arrow_left, line.style_arrow_both)
  • linewidth: int, default=na, if defined will change the line width.
Returns: void.

style_graph(lines, lines, horizontal, line_color, line_style, linewidth) Style the graph lines and labels
Parameters:
  • lines: line array, graph lines to style.
  • lines: labels array, graph labels to style.
  • horizontal: bool, default=true, if the display is horizontal(true) or vertical(false).
  • line_color: color, default=na, if defined will change the color of the lines.
  • line_style: string, defaul=na, if defined will change the line style, options=('na', line.style_solid, line.style_dotted, line.style_dashed, line.style_arrow_right, line.style_arrow_left, line.style_arrow_both)
  • linewidth: int, default=na, if defined will change the line width.
Returns: void.

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