Bivariant Kernel Density Estimation (V2.0)

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

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

The author wishes to acknowledge the following in the creation of this submission:
Probability Density Function (PDF) Estimator (V3.2)

• MATLAB release: MATLAB 7.5 (R2007b)

[nicolas cachy]

very handy, thank you

[V. Poor]

 

[Tyler Jandreau]

 

[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)

[Turkay YILDIZ]

 

[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.

[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.

[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.

[Yong-ha]