Fast kernel density estimator (multivariate) in matlab

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 NameSize
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