Kdensity
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Contents |
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);