4.125

4.1 | 8 ratings Rate this file 77 Downloads (last 30 days) File Size: 213 KB File ID: #19280
image thumbnail

Bivariant Kernel Density Estimation (V2.1)

by

 

20 Mar 2008 (Updated )

A tool for bivariant pdf, cdf and icdf estimation using Gaussian kernel function.

| Watch this File

File Information
Description

This function implements bivariant Gaussian kernel density estimation. It can be used to estimate bivariant probability density function (pdf), cumulative distribution function (cdf) and inversed cdf (icdf) from a set of random data. The code is programmed in a way to be suitable for beginners to learn kernel density estimation.

Acknowledgements

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

MATLAB release MATLAB 7.5 (R2007b)
Tags for This File   Please login to tag files.
Please login to add a comment or rating.
Comments and Ratings (12)
03 Sep 2014 Matthew

documentation is false, misleading, and old.

02 Dec 2013 Michael

nice code. I like that you put your references for methods, and I need to double-check them. Wish you had a link to Wolfram or an online resource.

Internal nomenclature could be cleaned up. The command call in the example should be able to be copied, pasted to command-line and executed.

14 Oct 2013 sebastiano  
27 May 2012 Yong-ha  
08 Jul 2010 yolgs Hoffmann

ah ok: The functions does not get p.xy, the information in the file is misleading. But instead requires p.x and p.y separately. It´s in the check function around line 180 f.

08 Jul 2010 yolgs Hoffmann

Nice one. But to really use it I definitely need to put in my own grid locations. So I have the same problem as Frank. Please - is there a solution? That would be really good.

13 May 2010 Frank

Nice program with the default values. Put I'm not seeing how I can input my own grid locations. The optional inputs say "p.xy - Nx2 matrix for locations to make estimation", however, I don't see where this is done within the program. Also, I get errors on line 260 when I try to input my own bandwidth values.

12 Apr 2010 Turkay YILDIZ  
08 Apr 2010 Warrick

Very easy to understand for a Matlab novice like myself. However, is the bandwidth formula correct? It doesn't seem to match the reference? Also, my total probability density is almost, but not exactly 1 (~0.96)

22 Oct 2009 Tyler Jandreau  
05 Apr 2009 V. Poor  
14 Jul 2008 nicolas cachy

very handy, thank you

Updates
09 Apr 2010

new functionality

12 Aug 2013

a bug fixed

Contact us