Reputation: 23
I'm trying to calculate the kernel density function of a list of values:
x=[-0.04124324405924407, 0, 0.005249724476788287, 0.03599351958245578, -0.00252785423151014, 0.01007584102031178, -0.002510349639322063, -0.01264302961474806, -0.01797169063489579]
following this website: http://mark-kay.net/2013/12/24/kernel-density-estimation/ I want to calculate the best value for bandwidth, so I wrote this piece of code:
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_
but when I run this:
grid.fit(x[:, None])
I get this error:
Error: TypeError: list indices must be integers, not tuple
Does anyone know how to fix it? Thanks
Upvotes: 2
Views: 1425
Reputation: 1151
Given the small sample size, I would used OpenTURNS's KernelSmoothing
class. It provides Scott's multidimensionnal rule by default. If needed, we can use Sheather and Jones's direct plugin algorithm, which provides a good bandwidth in many cases, even if the distribution is multimodal.
The following scripts uses the default bandwidth.
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)
and that's it.
If a smarter bandwidth selection is to be used, we may use the computePluginBandwidth
method which is based on Sheather and Jones's direct "solve-the-equation" rule. In the following script, I plot the distribution after evaluating the bandwidth.
bandwidth = factory.computePluginBandwidth(sample)
distribution = factory.build(sample, bandwidth)
distribution.drawPDF()
The bandwidth is evaluated as 0.00941247. The PDF is the following.
Upvotes: 2
Reputation: 53007
You are using a python list where you should use a numpy.array. The latter supports richer indexing.
import numpy as np
x = np.array([-0.04124324405924407, 0, 0.005249724476788287, 0.03599351958245578, -0.00252785423151014, 0.01007584102031178, -0.002510349639322063, -0.01264302961474806, -0.01797169063489579])
Upvotes: 1