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Fast Kernel Density Estimator (Multivariate)

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Fast Kernel Density Estimator (Multivariate)

by

 

09 Apr 2013 (Updated )

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

compileBWcalc()
function compileBWcalc()
% compile mex functions for bandwidth

disp('Start compiling...')

mex -outdir ../ -v  -largeArrayDims mex_getIntSquaredHessian.cpp


disp('Done!')

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