Kernel smoothing density estimate for circular data

Provides various methods to smooth circular data.

Description

This is a companion to Matlab's Statistics toolbox ksdensity function and Philipp Berens' CircStat toolbox.

The difference with Matlab's ksdensity function is that this function is adaped to circular data, such as wind orientation. Using Matlab's function will give biased values at the extremities of the pdf for circular data.

The kernel used in this function is a normal distribution with an automatically computed optimal standard deviation as presented in:
- Silverman B. W. (1998), Density Estimation for Statistics and Data Analysis, Chapman & Hall / CRC, Boca Raton (FL), 47-8.
- Bowman Adrian W. & Adelchi Azzalini (1997) - Applied Smoothing Techniques for Data Analysis, Oxford University Press, 31.
- Wand M. P. & M. C. Jones (1995) - Kernel Smoothing, Chapman & Hall, London, 60-3.

Acknowledgements

Circular Statistics Toolbox (Directional Statistics) inspired this file.

• MATLAB release: MATLAB 7.10 (R2010a)
• Other requirements: Optional: CircStat toolbox for circular data by Philipp Berens. See description in file for details.