function_base.py 文件源码

python
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项目:radar 作者: amoose136 项目源码 文件源码
def _hist_bin_fd(x):
    """
    The Freedman-Diaconis histogram bin estimator.

    The Freedman-Diaconis rule uses interquartile range (IQR) to
    estimate binwidth. It is considered a variation of the Scott rule
    with more robustness as the IQR is less affected by outliers than
    the standard deviation. However, the IQR depends on fewer points
    than the standard deviation, so it is less accurate, especially for
    long tailed distributions.

    If the IQR is 0, this function returns 1 for the number of bins.
    Binwidth is inversely proportional to the cube root of data size
    (asymptotically optimal).

    Parameters
    ----------
    x : array_like
        Input data that is to be histogrammed, trimmed to range. May not
        be empty.

    Returns
    -------
    h : An estimate of the optimal bin width for the given data.
    """
    iqr = np.subtract(*np.percentile(x, [75, 25]))
    return 2.0 * iqr * x.size ** (-1.0 / 3.0)
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