kdensity
Purpose
Calculates the kernel density estimate.
Synopsis
[kde, newx] = kdensity(x,code,width,n,at)
Description
Produces the kernel density estimate of the data contained in
the input vector (x) which must be real.
INPUTS:
x = The name of a matrix
(column vector) in which the sample data is stored.
code = Integer between 1 and 7
indicating which kernel to use.
1
- Bivwight
2
- Cosine
3 -
Epanechnikov {default}
4
- Gaussian
5
- Parzen
6
- Triangle
width = scalar, optional window width
to use in the kernel calculation. If not specified, then the optimal window
width is used according to the calculation:
n = scalar, number of points at
which to estimate the density.
at = vector, allows the user to
specify a vector of points at which the density should be estimated. By using
this option, it makes it easier to overlay density estimates for different
samples on the same graph.
OUTPUTS:
newx = x
input returned.
kde = The
return value is a structure with fields.
x = vector
of points where density was estimated. Will be the same as 'at' input if used.
fx = ?
n = number
of points at which to estimate density. Same as 'n' input if used.
width = window
width used. Same as 'width' input if used.
kernel = name
of kernel used.
Examples
kde = kdensity(x,2);
kde = kdensity(x,2,22.4);
kde = kdensity(x,2,22.4,50);
kde = kdensity(x,2,22.4,50,y);
See Also
plotkd
