mvdensity

Efficient multivariate density estimation based on simple histogram interpolation/smoothing

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Updated 24 Aug 2021

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A simple method for estimating multivariate probability densities based on sample data. The method works efficiently in multiple dimensions, with many datapoints (tested up to a million), and is also cheap to evaluate on many datapoints. It works simply by computing a multivariate histogram and then smoothing or interpolating the histogram counts.

For more details, see

  • the main function, est_pdf_grid.m
  • the doc file documentation.pdf
  • the test examples implemented in run_pdf_examples.m

-- Eike Petersen, August 2021

The code has been developed while I was at the University of Lübeck, with the Institute for Electrical Engineering in Medicine.

Cite As

Eike Petersen (2023). mvdensity (https://github.com/e-pet/mvdensity/releases/tag/v1.0), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2019b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.