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Fast Kernel Density Estimator (Multivariate)

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Fast Kernel Density Estimator (Multivariate)

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09 Apr 2013 (Updated )

A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM.

fast_MVBW.zip
checkcompiledBWestimator.m
C_code/compileBWcalc.m
C_code/mex_getIntSquaredHessian.cpp
demoBW_Estimation.m
demoBW_Estimation1D.m
demoBW_with_preclustering.m
drawTools/cols.m
drawTools/col_sum.m
drawTools/conf2mahal.m
drawTools/constructKDE.m
drawTools/drawDistributionGMM.m
drawTools/draw_ellipse.m
drawTools/draw_ellipse_axes.m
drawTools/evaluateDistributionAt.m
drawTools/evaluatePointsUnderPdf.m
drawTools/gaussian_prob.m
drawTools/getAllSigmaPoints.m
drawTools/getAllSigmaPointsOnMixture.m
drawTools/normmixpdf.m
drawTools/normpdfmy.m
drawTools/plotcov2.m
drawTools/plotcov3.m
drawTools/plotgauss1d.m
drawTools/plotgauss2d.m
drawTools/plot_arrow.m
drawTools/process_options.m
drawTools/rows.m
drawTools/showDecomposedPdf.m
drawTools/sqdist.m
drawTools/visualizeKDE.m
drawTools/visualizePdf2d2.m
drawTools/visualizePdfImage.m
estimateBandwidth.m
getBWfromStruct.m
license.txt
ndDirectPlugin_JointClean.m
readme.txt
tools/applyForScaleTransformToPdf.m
tools/applyInvScaleTransformToPdf.m
tools/momentMatchPdf.m
visualizeEstimation.m

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