Fast Kernel Density Estimator (Multivariate) by Matej Kristan

A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM. (kernel density estima..., gaussian mixture mode..., bandwidth)

applyForScaleTransformToPdf( pdf0, Mu, T )

applyInvScaleTransformToPdf( pdf0, Mu, T )

checkcompiledBWestimator()

Locally Adaptive Kernel Density Estimation by Hideaki Shimazaki

Kernel density estimation with bandwidths locally adapted to data. (statistics, bandwidth, kernel)

sshist(x,N)

sskernel(x,tin,W)

ssvkernel(x,tin)

Kernel Density Estimation by Hideaki Shimazaki

Fast kernel density estimation with an automatic bandwidth selection. (kernel, optimization, bandwidth)

sskernel(x,tin,W)