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 |
