Density Approximation

Context

Algorithm Details & Recommendations

  • The Density Approximation discretization detects changes in the sign of the derivative of the Probability Density Function (PDF) in order to identify local minima and maxima.

  • Between each local minimum and maximum, the algorithm creates a threshold.

  • Also, the algorithm automatically detects the optimal number of bins, although you can specify the maximum number of bins.

  • The minimum size permitted for bins is 1% of the data points.

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