https://github.com/fabnavarro/makedensity
Normal Mixture Models
https://github.com/fabnavarro/makedensity
kernel-density-estimation matlab statistics
Last synced: 12 months ago
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Normal Mixture Models
- Host: GitHub
- URL: https://github.com/fabnavarro/makedensity
- Owner: fabnavarro
- Created: 2018-03-11T14:27:29.000Z (almost 8 years ago)
- Default Branch: master
- Last Pushed: 2019-03-18T21:42:10.000Z (almost 7 years ago)
- Last Synced: 2025-01-01T22:15:42.732Z (about 1 year ago)
- Topics: kernel-density-estimation, matlab, statistics
- Language: MATLAB
- Homepage:
- Size: 159 KB
- Stars: 0
- Watchers: 0
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
MakeDensity
=============
Normal Mixture Models for density estimation, clustering algorithms or bump hunting research and teaching purposes; providing the widely used Marron-Wand densities.
J. S. Marron. and M. P. Wand. **Exact Mean Integrated Squared Error**.The Annals of Statistics, 20, 1992.
Getting Started
---------------
Here is an example of kernel density estimation using a rule-of-thumb bandwidth estimator
```matlab
T = 1000;
n = 5000;
name = 'Claw';
[pdfx,x,t] = MakeDensity(name,T,n);
[y,~] = kernelest(x,t);
figure
plot(t,pdfx,t,y,'linewidth',2);axis tight
title(name)
```
