Code covered by the BSD License

### Highlights from Bivariant Kernel Density Estimation (V2.1)

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# Bivariant Kernel Density Estimation (V2.1)

by

### Yi Cao (view profile)

20 Mar 2008 (Updated )

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

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)
25 Nov 2015 Larissa

### Larissa (view profile)

So the function works once you figure out how the data needs to be structured. My only problem is that, as written, the actual pdf values scale down as your data range gets larger. Should this really be happening?

Up to and including the line

z=(X(k+zeros(n,1),:)-x)./h(ones(n,1),:);

the values are the same regardless of data scale. However, the next line scales by the bandwidth AGAIN and messes that up. Is this accurate? If so, could you explain the reasoning for this?

03 Aug 2015 Joseph

### Joseph (view profile)

examples do work, and so does the code. Really straightforward coding and simple to manipulate for use in your individual needs, even if you're new to KDE

30 Jun 2015 Xinyao Tang

### Xinyao Tang (view profile)

It seems that your bandwidth formula doesn't correct.

I just delete % to run the examples, but I got "Error in gkde2"

03 Sep 2014 Matthew

### Matthew (view profile)

documentation is false, misleading, and old.

02 Dec 2013 Michael

### Michael (view profile)

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.

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14 Oct 2013 sebastiano

### sebastiano (view profile)

27 May 2012 Yong-ha

### Yong-ha (view profile)

08 Jul 2010 yolgs Hoffmann

### yolgs Hoffmann (view profile)

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. ItÂ´s in the check function around line 180 f.

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08 Jul 2010 yolgs Hoffmann

### yolgs Hoffmann (view profile)

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.

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13 May 2010 Frank

### Frank (view profile)

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.

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12 Apr 2010 Turkay YILDIZ

### Turkay YILDIZ (view profile)

08 Apr 2010 Warrick

### Warrick (view profile)

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

### Tyler Jandreau (view profile)

05 Apr 2009 V. Poor

### V. Poor (view profile)

14 Jul 2008 nicolas cachy

very handy, thank you

09 Apr 2010 1.1

new functionality

12 Aug 2013 1.2

a bug fixed