Plugging a new value to ksdensity

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Roy0014
Roy0014 am 27 Dez. 2024 um 21:56
Kommentiert: Roy0014 am 28 Dez. 2024 um 18:01
I have a one dimensional vector r sampled from some (unknown) probability distribution and fit ksdensity to compute its pdf.
Then, I want to obtain a fitted value of f on a new scalar (say, x_new), which is not a member of xi.
How can I do it?
For instance,
r = randn(100,1);
[f,xi]=ksdensity(r);
x_new=1.1;

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Torsten
Torsten am 27 Dez. 2024 um 23:56
Bearbeitet: Torsten am 28 Dez. 2024 um 0:21
rng("default")
r = randn(100,1);
x_new = 1.1;
f = ksdensity(r,x_new)
f = 0.2331
or
rng("default")
r = randn(100,1);
f = @(x)ksdensity(r,x);
x_new = 1.1;
y = f(x_new)
y = 0.2331

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