Kernel Density Estimator

Reliable and extremely fast kernel density estimator for one-dimensional data

Version (3,28 KB)
30,2K Downloads
(40)
30. Dez 2015
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  • Install in MATLAB

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Zitieren als

Zdravko Botev (2026). Kernel Density Estimator (https://de.mathworks.com/matlabcentral/fileexchange/14034-kernel-density-estimator), MATLAB Central File Exchange. Abgerufen .

Quellenangaben

Inspiriert: SimOutUtils

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Version Veröffentlicht Versionshinweise
1.5.0

corrected the title back to "kernel density estimator" ; updated reference
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1.4.0

-Published in the Annals of Statistics, 2010, see Section 5.
- works on old versions of Matlab without nested functions.
- plots a graph when no output is requested
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1.3.0

As pointed out by Dazhi Jiang in the comments section, the healine
"function [bandwidth,density,xmesh]=kde(data,n,MIN,MAX)"
is missing. This version corrects this editing mistake.
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1.1.0

updated the reference - now a journal paper submitted to the Annals of Statistics
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1.0.0

Using higher order asymptotic approximations to achieve superior estimation accuracy for problems with few data points.
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