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  • License: Freeware
  • Last update: 6 years ago
  • Total downloads: 231
  • Price: Free |
  • Operating system: Linux, Mac OS X, Win All, BSD, Solaris
  • Publisher: Hideaki Shimazaki (1 other programs)
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scripts default iconHistogram Binwidth Optimization (Scripts) Publisher's description

function [optN, C, N] = sshist(x,N)
[optN, C, N] = sshist(x,N)

function [optN, C, N] = sshist(x,N)
[optN, C, N] = sshist(x,N)

Function `sshist' returns the optimal number of bins in a histogram
used for density estimation.
Optimization principle is to minimize expected L2 loss function between
the histogram and an unknown underlying density function.
An assumption made is merely that samples are drawn from the density
independently each other.

The optimal binwidth D* is obtained as a minimizer of the formula,
(2K-V) / D^2,
where K and V are mean and variance of sample counts across bins with width D.
Optimal number of bins is given as (max(x) - min(x)) / D*.

For more information, visit

Original paper:
Hideaki Shimazaki and Shigeru Shinomoto
A method for selecting the bin size of a time histogram
Neural Computation 19(6), 1503-1527, 2007

Example usage:
optN = sshist(x); hist(x,optN);

Input argument
x: Sample data vector.
N (optinal):
A vector that specifies the number of bins to be examined.
The optimal number of bins is selected from the elements of N.
Default value is N = 2:50.
* Do not search binwidths smaller than a sampling resolution of data.

System Requirements:

MATLAB 7.8 (R2009a)
Program Release Status: New Release
Program Install Support: Install and Uninstall

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