BayesHistogram.jl

Optimal histogram binning based on piecewise constant model.

Paper: Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations [https://arxiv.org/abs/1207.5578]

for more worked examples read make_plot.jl. for a showcase look below.

Installation

using Pkg
Pkg.add("BayesHistogram")

Simple usage

using Plots, BayesHistogram
X = exp.(randn(5000)./3)
bl = bayesian_blocks(X)
# plot using "to_pdf"
support, density = to_pdf(bl)
plot(support, density)
# or using "edges" parameter and an histogramming procedure
histogram(X, bins=bl.edges, normalize = :pdf)

Showcase

it handles weighted data and errors correctly

bins are determined automatically & optimally

it routinely outperforms common binning rules