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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.

getBWfromStruct( F, h )
%%
% Originally a part of: Maggot (developed within EU project CogX)
% Author: Matej Kristan, 2009 (matej.kristan@fri.uni-lj.si; http://vicos.fri.uni-lj.si/matejk/)
% Last revised: 2009
%%
function H = getBWfromStruct( F, h )

H = F * h^2 ;

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