M3GTools

Install with

] add https://github.com/m3g/M3GTools

use with

using M3GTools

See the examples.

Density function

Given a list of values, for example,

v = rand(1000)

creates a density function of the values, with:

using M3GTools
x, y = density(v)

Parameters vmin and vmax define the limits of the density. Parameter step defines the width (in units of v) of the histogram count. By default 100 bins will be created and step=(vmax-vmin)/100. If step=5, the step will be 5 times greater.

In general, one would use

using M3GTools
x, y = density(v,step=5)

and adjust the step parameter to obtain a nice density function, considering that at each x the y value will contain the probability of finding a value of v within [x-step,x+step], where step=5*(vmax-vmin)/nbins (which only sums up to 1.0 if step = (vmax-vmin)/nbins, that is, if there is no overlap between the counts). By default, nbins=100.