Python 带宽内核密度
我试图计算一系列值的核密度函数:Python 带宽内核密度,python,scikit-learn,Python,Scikit Learn,我试图计算一系列值的核密度函数: x=[-0.04124324405924407, 0, 0.005249724476788287, 0.03599351958245578, -0.00252785423151014, 0.01007584102031178, -0.002510349639322063, -0.01264302961474806, -0.01797169063489579] 下面这个网站:我想计算带宽的最佳值,所以我写了这段代码: from sklearn.grid_sear
x=[-0.04124324405924407, 0, 0.005249724476788287, 0.03599351958245578, -0.00252785423151014, 0.01007584102031178, -0.002510349639322063, -0.01264302961474806, -0.01797169063489579]
下面这个网站:我想计算带宽的最佳值,所以我写了这段代码:
from sklearn.grid_search import GridSearchCV
grid = GridSearchCV(KernelDensity(),{'bandwidth': np.linspace(-1.0, 1.0, 30)},cv=20) # 20-fold cross-validation
grid.fit(x[:, None])
grid.best_params_
但当我运行这个:
grid.fit(x[:, None])
我得到这个错误:
Error: TypeError: list indices must be integers, not tuple
有人知道怎么修吗?谢谢您使用的是python,您应该使用。后者支持富人
考虑到小样本量,我会使用的是的
KernelSmoothing
类。默认情况下,它提供Scott的多维规则。如果需要,我们可以使用Sheapler和Jones的直接插件算法,它在许多情况下提供了良好的带宽,即使分布是多模式的
以下脚本使用默认带宽
x = [
-0.04124324405924407,
0,
0.005249724476788287,
0.03599351958245578,
-0.00252785423151014,
0.01007584102031178,
-0.002510349639322063,
-0.01264302961474806,
-0.01797169063489579,
]
import openturns as ot
sample = ot.Sample(x, 1)
factory = ot.KernelSmoothing()
distribution = factory.build(sample)
bandwidth = factory.computePluginBandwidth(sample)
distribution = factory.build(sample, bandwidth)
distribution.drawPDF()
就这样
如果要使用更智能的带宽选择,我们可以使用computePluginBandwidth
方法,该方法基于Sheapler和Jones的直接“求解方程”规则。在下面的脚本中,我在评估带宽后绘制了分布图
x = [
-0.04124324405924407,
0,
0.005249724476788287,
0.03599351958245578,
-0.00252785423151014,
0.01007584102031178,
-0.002510349639322063,
-0.01264302961474806,
-0.01797169063489579,
]
import openturns as ot
sample = ot.Sample(x, 1)
factory = ot.KernelSmoothing()
distribution = factory.build(sample)
bandwidth = factory.computePluginBandwidth(sample)
distribution = factory.build(sample, bandwidth)
distribution.drawPDF()
带宽评估为0.00941247。PDF格式如下
谢谢@llja。我可以这样做:x=np.array(x)?