Kernel Density Estimator 1.0Related Scripts Categories:
Other Languages 
Software & System 
Tools & Utilities 
Tutorials & Articles 
Web Hosting Tools
% Reliable and extremely fast kernel density estimator for onedimensional data;% Gaussian kernel is assumed and the bandwidth is chosen automatically;% Unlike many other implementations, this one is immune to problems% caused by multimodal densities with widely separated modes (see example). The% estimation does not deteriorate for multimodal densities, because we never assume% a parametric model for the data.% INPUTS:% data  a vector of data from which the density estimate is constructed;% 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;% 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/10 and MAX=max(data)+Range/10, where Range=max(data)min(data);% 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;%  If no output is requested, then the code automatically plots a graph of% the density estimate.% cdf  column vector of length 'n' with the values of the cdf% Reference:% Kernel density estimation via diffusion% Z. I. Botev, J. F. Grotowski, and D. P. Kroese (2010)% Annals of Statistics, Volume 38, Number 5, pages 29162957.%% Example:% data=[randn(100,1);randn(100,1)*2+35 ;randn(100,1)+55];% kde(data,2^14,min(data)5,max(data)+5);% Notes: If you have a more reliable and accurate onedimensional kernel density% estimation software, please email me at botev@maths.uq.edu.a Tags: Xmesh, 039n039, Length, Column, Computed, Output, Graph, Plots, Requested, Optimal Platforms: BSD , Mac OS X , Solaris , linux
More Similar Scripts
Similar Software

Scripts Categories
Related Scripts
Batch Multivariate Bandwidth Estimator for KDE 1.0
Kernel density Estimation of 2 Dim with SJ bandwidth 1.0
Mutual Information 2 variablle 1.0
Bivariant Kernel Density Estimation 2.0
A greedy algorithm for data sharpening and constraint handling 1.0
Eiffient Bivariate KDE (2Dim) 1.0
PDF of basic distributions 1.0
Kernel Bandwidth Optimization 1.0
Update PDF Estimation 1.0
Univariate Multimodal Random Number Generator 1.0 Popular Scripts
