Example T K D E

Example of using the TKDE class (kernel density estimator)

Author: Lorenzo Moneta, Bartolomeu Rabacal (Dec 2010)
This notebook tutorial was automatically generated with ROOTBOOK-izer (Beta) from the macro found in the ROOT repository on Thursday, January 19, 2017 at 04:32 PM.



In [1]:

    
%%cpp -d
#include "TH1.h"
#include "TF1.h"
#include "TKDE.h"
#include "TCanvas.h"
/*#include "TStopwatch.h"*/
#include "TRandom.h"
#include "Math/DistFunc.h"
#include "TLegend.h"

Test tkde

Arguments are defined.



In [2]:

    
int n = 1000;

Generate some gaussian points



In [3]:

    
int nbin = 100;
double xmin = 0;
double xmax = 10;

TH1D * h1 = new TH1D("h1","h1",nbin,xmin,xmax);

Generate some points with bi- gaussian distribution



In [4]:

    
std::vector<double> data(n);
for (int i = 0; i < n; ++i) {
   if (i < 0.4*n) {
      data[i] = gRandom->Gaus(2,1);
      h1->Fill(data[i]);
   }
   else {
      data[i] = gRandom->Gaus(7,1.5);
      h1->Fill(data[i]);
   }
}

Scale histogram



In [5]:

    
h1->Scale(1./h1->Integral(),"width" );
h1->SetStats(false);
h1->SetTitle("Bi-Gaussian");
h1->Draw();









    



Info in <TCanvas::MakeDefCanvas>:  created default TCanvas with name c1

Drawn true normalized density



In [6]:

    
TF1 * f1 = new TF1("f1","0.4*ROOT::Math::normal_pdf(x,1,2)+0.6*ROOT::Math::normal_pdf(x,1.5,7)",xmin,xmax);
f1->SetLineColor(kGreen+2);
f1->Draw("SAME");

Create tkde class



In [7]:

    
double rho = 1.0; //default value
TKDE * kde = new TKDE(n, &data[0], xmin,xmax, "", rho);

Kde->draw("confidenceinterval@0.95 same");



In [8]:

    
kde->Draw("SAME");

TLegend * legend = new TLegend(0.6,0.7,0.9,0.95);
legend->AddEntry(f1,"True function");
legend->AddEntry(kde->GetDrawnFunction(),"TKDE");
legend->AddEntry(kde->GetDrawnLowerFunction(),"TKDE - #sigma");
legend->AddEntry(kde->GetDrawnUpperFunction(),"TKDE + #sigma");
legend->Draw();

Draw all canvases



In [9]:

    
gROOT->GetListOfCanvases()->Draw()