sshist: Optimal Density Estimation via Shimazaki-Shinomoto Method

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Authors: Daniil Popov
Cited by: 0
References: 1

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