Implement the Bayesian Blocks optimal histogram binning algorithm to eliminate the only TODO in the codebase.
Background:
Currently, BinMethod::Bayesian falls back to Freedman-Diaconis rule. The proper implementation should use the Bayesian Blocks algorithm (Scargle et al., 2013) which uses dynamic programming to find optimal change points.
Algorithm:
- Input: Data points, prior on number of blocks
- Output: Optimal histogram bin edges
- Method: O(n²) dynamic programming
- Finds change points that maximize posterior probability
Acceptance Criteria:
References:
- Scargle, J. D., et al. (2013). "Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations." ApJ, 764, 167.
Labels: enhancement, stats
Implement the Bayesian Blocks optimal histogram binning algorithm to eliminate the only TODO in the codebase.
Background:
Currently,
BinMethod::Bayesianfalls back to Freedman-Diaconis rule. The proper implementation should use the Bayesian Blocks algorithm (Scargle et al., 2013) which uses dynamic programming to find optimal change points.Algorithm:
Acceptance Criteria:
References:
Labels: enhancement, stats