sshist: Optimal Density Estimation via Shimazaki-Shinomoto Method
Abstract
Implements the Shimazaki-Shinomoto method for optimizing the bin width of a histogram. This method minimizes the mean integrated squared error (MISE) and features a 'C++' backend for high performance and shift-averaging to remove edge-position bias. Ideally suits for time-dependent rate estimation and identifying intrinsic data structures. Supports both 1D and 2D data distributions. For more details see Shimazaki and Shinomoto (2007) "A Method for Selecting the Bin Size of a Time Histogram" .
Fields of Study & Subjects
Probability and Statistical Research
Statistical Methods and Inference
Statistical Methods and Applications
Publication details
- Publication date
- 12 February 2026
- Language
- EN
- Document type
- Dataset