mvdensity

Version 1.0 (410 KB) von Eike Petersen
Efficient multivariate density estimation based on simple histogram interpolation/smoothing
20 Downloads
Aktualisiert 24. Aug 2021

A simple method for estimating multivariate probability densities based on sample data. The method works efficiently in multiple dimensions, with many datapoints (tested up to a million), and is also cheap to evaluate on many datapoints. It works simply by computing a multivariate histogram and then smoothing or interpolating the histogram counts.

For more details, see

  • the main function, est_pdf_grid.m
  • the doc file documentation.pdf
  • the test examples implemented in run_pdf_examples.m

-- Eike Petersen, August 2021

The code has been developed while I was at the University of Lübeck, with the Institute for Electrical Engineering in Medicine.

Zitieren als

Eike Petersen (2024). mvdensity (https://github.com/e-pet/mvdensity/releases/tag/v1.0), GitHub. Abgerufen .

Kompatibilität der MATLAB-Version
Erstellt mit R2019b
Kompatibel mit allen Versionen
Plattform-Kompatibilität
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Version Veröffentlicht Versionshinweise
1.0

Um Probleme in diesem GitHub Add-On anzuzeigen oder zu melden, besuchen Sie das GitHub Repository.
Um Probleme in diesem GitHub Add-On anzuzeigen oder zu melden, besuchen Sie das GitHub Repository.