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Update PDF Estimation

5.0 | 2 ratings Rate this file 6 Downloads (last 30 days) File Size: 2.53 KB File ID: #19160 Version: 1.0
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Update PDF Estimation


Yi Cao (view profile)


11 Mar 2008 (Updated )

Update PDF estimation upon receiving new data

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Based on the Gaussian kernel density estimation, it is possible to update the PDF estimation upon receiving new data by using the same bandwidth.

Without providing any previous estimation, this function does normal Gaussian kernel density estimation. The estimation parameters are stored in a structure variable.

To update a previous estimation, the structure variable of the estimation should be provided together with new data. This function will then update the estimation in the resulting structure variable.


Probability Density Function (Pdf) Estimator (V3.2) inspired this file.

This file inspired Kernel Smoothing Regression.

MATLAB release MATLAB 7.5 (R2007b)
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Comments and Ratings (2)
02 Oct 2012 Hernan

Hernan (view profile)

05 Apr 2009 V. Poor

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