| int __stdcall NDK_KERNEL_DENSITY_ESTIMATE | ( | double * | pData, |
| size_t | nSize, | ||
| double | targetVal, | ||
| double | bandwidth, | ||
| WORD | argKernelFunc, | ||
| double * | retVal | ||
| ) |
Returns the upper/lower limit or center value of the k-th histogram bin.
- Returns
- status code of the operation
- Return values
-
NDK_SUCCESS Operation successful NDK_FAILED Operation unsuccessful. See SFMacros.h for more details.
- See Also
- NDK_HISTOGRAM()
- Parameters
-
[in] pData is the input data series (one/two dimensional array). [in] nSize is the number of elements in pData. [in] targetVal is the target value to compute the underlying cdf for. [in] bandwidth is the smoothing parameter (bandwidth) of the kernel density estimator. If missing, the KDE function calculates an optimal value. [in] argKernelFunc is a switch to select the kernel function: 1=Gaussian (default), 2=Uniform 3=Triangular 4=Biweight (Quatric) 5=Triweight 6=Epanechnikov [out] retVal is the computed value.
| Namespace: | NumXLAPI |
| Class: | SFSDK |
| Scope: | Public |
| Lifetime: | Static |
| int NDK_KERNEL_DENSITY_ESTIMATE | ( | double[] | pData, |
| UintPtr | nSize, | ||
| double | targetVal, | ||
| double | bandwidth, | ||
| short | argKernelFunc, | ||
| ref double | retVal | ||
| ) |
Returns the upper/lower limit or center value of the k-th histogram bin.
- Return Value
-
a value from NDK_RETCODE enumeration for the status of the call.
NDK_SUCCESS operation successful Error Error Code
- Parameters
-
[in] pData is the input data series (one/two dimensional array). [in] nSize is the number of elements in pData. [in] targetVal is the target value to compute the underlying cdf for. [in] bandwidth is the smoothing parameter (bandwidth) of the kernel density estimator. If missing, the KDE function calculates an optimal value. [in] argKernelFunc is a switch to select the kernel function: 1=Gaussian (default), 2=Uniform 3=Triangular 4=Biweight (Quatric) 5=Triweight 6=Epanechnikov [out] retVal is the computed value. - Exceptions
-
Exception Type Condition None N/A
- Requirements
-
Namespace NumXLAPI Class SFSDK Scope Public Lifetime Static Package NumXLAPI.DLL
- Examples
-
- References
- * Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
- * Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740
- * D. S.G. Pollock; Handbook of Time Series Analysis, Signal Processing, and Dynamics; Academic Press; Har/Cdr edition(Nov 17, 1999), ISBN: 125609906
- * Box, Jenkins and Reisel; Time Series Analysis: Forecasting and Control; John Wiley & SONS.; 4th edition(Jun 30, 2008), ISBN: 470272848
