detpack

Density Estimation and Random Number Generation with Distribution Element Trees
150 Downloads
Updated 13 Mar 2019

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Distribution element trees (DETs) enable the estimation of probability densities based on (possibly large) datasets. Moreover, DETs can be used for random number generation or smooth bootstrapping both in unconditional and conditional modes. In the latter mode, information about certain probability-space components is taken into account when sampling the remaining probability-space components. For details see http://dx.doi.org/10.1007/s11222-017-9751-9 or http://arxiv.org/abs/1610.00345 and http://dx.doi.org/10.1080/10618600.2018.1482768 or http://arxiv.org/abs/1711.04632

Cite As

Daniel Meyer (2024). detpack (https://www.mathworks.com/matlabcentral/fileexchange/59505-detpack), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2017b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
2.5.1.0

resolved issue in detconstruct.m arising with data = 0

2.5.0.0

resolved cancellation issue in detrnd.m

2.4.0.0

bug fixes

2.3.0.0

performance improvements

2.2.0.0

added random number generation functionality

2.1.0.0

bug fix in detconstruct.m

2.0.0.0

faster parallelized version of DET estimator

1.0.0.0