Kdensity

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);

See Also

plotkd