Multivariate kernel density estimation: Difference between revisions

Revision as of 09:50, 18 July 2016

Revision as of 21:29, 19 July 2016

Line 106:

[[File:Old Faithful Geyser KDE with plugin bandwidth.png|thumb|250px|alt=Old Faithful Geyser data kernel density estimate with plug-in bandwidth matrix.|Old Faithful Geyser data kernel density estimate with plug-in bandwidth matrix.]]

The [httphttps://cran.r-project.org/web/packages/ks/index.html ks package]<ref>{{Cite journal| author1=Duong, T. | title=ks: Kernel density estimation and kernel discriminant analysis in R | journal=Journal of Statistical Software | year=2007 | volume=21 | issue = 7 | url=http://www.jstatsoft.org/v21/i07}}</ref> in [[R programming language|R]] implements the plug-in and smoothed cross validation selectors (amongst others). This dataset (included in the base distribution of R) contains

272 records with two measurements each: the duration time of an eruption (minutes) and the

waiting time until the next eruption (minutes) of the [[Old Faithful Geyser]] in Yellowstone National Park, USA.

Line 211:

* [http://libagf.sf.net libagf] A [[C++]] library for multivariate, [[variable bandwidth kernel density estimation]].

* [http://au.mathworks.com/matlabcentral/fileexchange/17204 kde2d] A [[Matlab]] routine for bivariate kernel density estimation.

* [https://github.com/thaines/helit/tree/master/ms helit] and [http://pythonhosted.org/PyQt-Fit/mod_kde.html pyqt_fit.kde Module] in the [https://pypi.python.org/packages/source/P/PyQt-Fit/PyQt-Fit-1.3.4.tar.gz PyQt-Fit package] are [[Python_Python (programming_languageprogramming language)|Python]] libraries for multivariate kernel density estimation.

[[Category:Estimation of densities]]