Fixed factor related to ISJ (#96)

tommyod · May 26, 2021 · cf6023d · cf6023d
1 parent 5e37ade
commit cf6023d
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diff --git a/KDEpy/__init__.py b/KDEpy/__init__.py
@@ -6,7 +6,7 @@
 from KDEpy.TreeKDE import TreeKDE
 from KDEpy.FFTKDE import FFTKDE
 
-__version__ = "1.0.11"
+__version__ = "1.1.0"
 __author__ = "tommyod"
 
 TreeKDE = TreeKDE

diff --git a/KDEpy/bw_selection.py b/KDEpy/bw_selection.py
@@ -176,8 +176,11 @@ def improved_sheather_jones(data, weights=None):
     a = fftpack.dct(initial_data)
 
     # Compute the bandwidth
+    # The definition of a2 used here and in `_fixed_point` correspond to
+    # the one cited in this issue:
+    # https://github.com/tommyod/KDEpy/issues/95
     I_sq = np.power(np.arange(1, n, dtype=FLOAT), 2)
-    a2 = a[1:] ** 2 / 4
+    a2 = a[1:] ** 2
 
     # Solve for the optimal (in the AMISE sense) t
     t_star = _root(_fixed_point, N, args=(N, I_sq, a2))