Kernel Density Estimator Matlab script

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    Specification

  • Version:
  • File size: 0 KB
  • File name: kde.m
  • Last update:
  • Language: Matlab
  • Price:Freeware
  • Company: Zdravko Botev (View more)

Kernel Density Estimator script description:




Publisher review:
Kernel Density Estimator - Reliable and extremely fast kernel density estimator for 1 dimensional data Reliable and extremely fast kernel density estimator for 1 dimensional data; Gaussian kernel is assumed and the bandwidth is chosen automatically;INPUTS:data - a vector of data from which the density estimate is constructed;MIN, MAX - defines the interval [MIN,MAX] on which the density estimate is constructed;

the default values of MIN and MAX are: MIN=min(data)-Range/100 and MAX=max(data) Range/100, where Range=max(data)-min(data); n - the number of mesh points used in the uniform discretization of the interval [MIN, MAX]; n has to be a power of two; if n is not a power of two, then n is rounded up to the next power of two, i.e., n is set to n=2^ceil(log2(n)); the default value of n is n=2^12;

OUTPUTS:bandwidth - the optimal bandwidth (Gaussian kernel assumed);density - column vector of length 'n' with the values of the density estimate at the grid points;xmesh - the grid over which the density estimate is computed Requirements: ยท MATLAB Release: R14SP3
Kernel Density Estimator is a Matlab script for Statistics and Probability scripts design by Zdravko Botev. It runs on following operating system: .

Operating system:


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