The following Matlab project contains the source code and Matlab examples used for fast kernel density estimator (multivariate).
The code implements an approximation of the multivariate bandwidth calculation from [1].
The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.
Project Files:
File Name | Size |
---|---|
checkcompiledBWestimator.m | 1452 |
compileBWcalc.m | 180 |
mex_getIntSquaredHessian.cpp | 4127 |
demoBW_Estimation.m | 572 |
demoBW_Estimation1D.m | 1108 |
demoBW_with_preclustering.m | 1660 |
cols.m | 39 |
col_sum.m | 114 |
conf2mahal.m | 1832 |
constructKDE.m | 453 |
drawDistributionGMM.m | 3540 |
draw_ellipse.m | 682 |
draw_ellipse_axes.m | 551 |
evaluateDistributionAt.m | 853 |
evaluatePointsUnderPdf.m | 723 |
gaussian_prob.m | 848 |
getAllSigmaPoints.m | 1031 |
getAllSigmaPointsOnMixture.m | 1892 |
normmixpdf.m | 1898 |
normpdfmy.m | 614 |
plotcov2.m | 2381 |
plotcov3.m | 3620 |
plotgauss1d.m | 289 |
plotgauss2d.m | 4955 |
plot_arrow.m | 5287 |
process_options.m | 1166 |
rows.m | 39 |
showDecomposedPdf.m | 5602 |
sqdist.m | 130 |
visualizeKDE.m | 2474 |
visualizePdf2d2.m | 1873 |
visualizePdfImage.m | 778 |
estimateBandwidth.m | 2193 |
getBWfromStruct.m | 247 |
license.txt | 1313 |
ndDirectPlugin_JointClean.m | 1603 |
readme.txt | 1186 |
applyForScaleTransformToPdf.m | 207 |
applyInvScaleTransformToPdf.m | 225 |
momentMatchPdf.m | 2268 |
visualizeEstimation.m | 1361 |