Code covered by the BSD License
09 Apr 2013
08 May 2013)
A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM.
function d = sqdist(centrs, point, precision)
dA = bsxfun(@minus, centrs, point)' ;
A = dA * precision ;
d = sum(A.*dA,2)' ;