Kdensity: Difference between revisions
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===Description=== | ===Description=== | ||
Produces the kernel density estimate of the data contained in the input vector (x) which must be real. | Produces the kernel density estimate of the data contained in the input vector (x) which must be real. | ||
INPUTS | ====INPUTS==== | ||
* x = The name of a matrix (column vector) in which the sample data is stored. | * '''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. | * '''code''' = Integer between 1 and 7 indicating which kernel to use. | ||
* 1 - Bivwight | * '''1''' - Bivwight | ||
* 2 - Cosine | * '''2''' - Cosine | ||
* 3 - Epanechnikov {default} | * '''3''' - Epanechnikov {default} | ||
* 4 - Gaussian | * '''4''' - Gaussian | ||
* 5 - Parzen | * '''5''' - Parzen | ||
* 6 - Triangle | * '''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: | * '''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. | **''''''''''''''' 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. | * '''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 | ====OUTPUTS==== | ||
* newx = x input returned. | * '''newx''' = x input returned. | ||
* kde = The return value is a structure with fields. | * '''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. | * '''x''' = vector of points where density was estimated. Will be the same as 'at' input if used. | ||
* fx = ? | * '''fx''' = ? | ||
* n = number of points at which to estimate density. Same as 'n' input if used. | * '''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. | * '''width''' = window width used. Same as 'width' input if used. | ||
* kernel = name of kernel used. | * '''kernel''' = name of kernel used. | ||
===Examples=== | ===Examples=== | ||
kde = kdensity(x,2); | kde = kdensity(x,2); | ||
Revision as of 20:56, 2 September 2008
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);