v_optimal_hist

v_optimal_hist(series: numpy.ndarray, bins_number: int, p: numpy.ndarray, pp: numpy.ndarray) → numpy.ndarray[source]

Count an approximation error of a series with [1, bins_number] bins.

Reference.

Parameters

  • series (numpy.ndarray) – array to count an approximation error with bins_number bins

  • bins_number (int) – number of bins

  • p (numpy.ndarray) – array of sums of elements, p[i] - sum from 0th to i elements

  • pp (numpy.ndarray) – array of sums of squares of elements, p[i] - sum of squares from 0th to i elements

Returns

error – approximation error of a series with [1, bins_number] bins

Return type

np.ndarray