jackHI
Context
Histograms are a commonly used data representation method that can be thought of as a (non-parametric) estimate of the probability distribution function of the data-generating process. They are also frequently used to determine summary quantities of this function. The values of such summary quantities, however, depend strongly on the way the bins are chosen.
Purpose
jackHI is a software suite that contains functions that help a user generate a histogram based on a non-arbitrary, data-based optimal choice of bin width. The idea is that one samples the underlying probability distribution function sufficiently to capture the data features, whereas fine details due to `random noise’ (caused by empty too-finely sampled bins) are ignored. This sampling is effected by a “jackknife” (or cross-validation) method (see Hogg (2008))1.
Applications
Work in progress.
Citations/using this code
Work in progress.
This is not the only way to construct a data-driven optimal histogram. See for example Knuth (2006) for other ways to do so. ↩
