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@?-@68 ??K-6>?e%*U=?'y0 ? gnoise(1) : 4+gnoise(2) // generate data (sum of 2 Gaussians)
Make/N=(1)/O w_Hist;DelayUpdate // histogram estimate of pdf
Histogram/P/B={-6,bw/2,2*round((12+6))/bw} w,w_Hist
SetScale/P x leftx(w_Hist)+deltax(w_Hist)/2,deltax(w_Hist),"", w_Hist // adjust for displaying bins using cityscape
print "optimal bw = ", 1.06*sqrt(variance(w))/nsim^0.2 // Silverman's Rule of Thumb for setting bandwidth (for ref.)
kde(w,bw) // kernel density estimate of pdf
make /d/o/n=1000 wth // exact pdf
SetScale/I x -6,12,"", wth
wth = 0.5*StatsNormalPDF(x,0,1) + 0.5*StatsNormalPDF(x,4,2)
End
Function kde(w,bw) // 1d kernel density estimation (Gaussian kernel)
wave w; variable bw
variable n=numpnts(w),kde_norm, xmin=wavemin(w)-2*bw, xmax=wavemax(w)+2*bw
variable nx = min(round(100*(xmax-xmin)/bw),100)
make /d/free/n=(n) wweights=1
FastGaussTransform /WDTH=(bw)/RX=(4*bw) /OUT1={xmin,nx,xmax} w,wweights // you may need to tweak /RX flag value
wave M_FGT; kde_norm=sum(M_FGT)*deltax(M_FGT); M_FGT /= kde_norm
string wn=NameofWave(w)+"_kde"; duplicate /d/o M_FGT $wn
killwaves M_FGT
End
Window points_graph() : Graph
PauseUpdate; Silent 1 // building window...
Display /W=(583,112,1106,256) w1 vs w
ModifyGraph width=432,height=72
ModifyGraph mode=8
ModifyGraph marker=19
ModifyGraph msize=2
ModifyGraph tick(left)=3
ModifyGraph font="Gill Sans"
ModifyGraph noLabel(left)=2
ModifyGraph fSize=16
ModifyGraph axRGB=(30583,30583,30583)
ModifyGraph tlblRGB=(30583,30583,30583)
ModifyGraph alblRGB=(30583,30583,30583)
SetAxis left -0.25,6
SetAxis bottom -6,13
EndMacro
Window histo_graph() : Graph
PauseUpdate; Silent 1 // building window...
Display /W=(589,307,828,467) wth,w_Hist
ModifyGraph width=144,height=90
ModifyGraph mode(w_Hist)=6
ModifyGraph marker(w_Hist)=19
ModifyGraph lStyle(wth)=1
ModifyGraph rgb(wth)=(0,0,0)
ModifyGraph msize(w_Hist)=2
ModifyGraph font="Gill Sans"
ModifyGraph fSize=16
ModifyGraph axRGB=(30583,30583,30583)
ModifyGraph tlblRGB=(30583,30583,30583)
ModifyGraph alblRGB=(30583,30583,30583)
ModifyGraph manTick(left)={0,0.5,0,1},manMinor(left)={4,0}
SetAxis left 0,0.5
SetAxis bottom -6,13
EndMacro
Window kde_graph() : Graph
PauseUpdate; Silent 1 // building window...
Display /W=(848,304,1087,464) wth,w_kde
ModifyGraph width=144,height=90
ModifyGraph lStyle(wth)=1
ModifyGraph rgb(wth)=(0,0,0)
ModifyGraph font="Gill Sans"
ModifyGraph fSize=16
ModifyGraph axRGB=(30583,30583,30583)
ModifyGraph tlblRGB=(30583,30583,30583)
ModifyGraph alblRGB=(30583,30583,30583)
ModifyGraph manTick(left)={0,0.5,0,1},manMinor(left)={4,0}
SetAxis left 0,0.5
SetAxis bottom -6,13
EndMacro
Window kde_demo() : Layout
PauseUpdate; Silent 1 // building window...
Layout/C=1/W=(472,61,1112,616) kde_graph(313,217,552,377)/O=1/F=0/T,histo_graph(59,223,298,383)/O=1/F=0/T
Append points_graph(47,37,570,181)/O=1/F=0/T
TextBox/C/N=text0/F=0/A=LB/X=43.03/Y=91.53 "\\F'Gill Sans'\\Z24Raw data"
TextBox/C/N=text0_1/F=0/A=LB/X=22.13/Y=70.77 "\\F'Gill Sans'\\Z24Histogram"
TextBox/C/N=text0_2/F=0/A=LB/X=70.03/Y=70.08 "\\F'Gill Sans'\\Z24KDE"
ModifyLayout mag=1
EndMacro