Reliable and extremely fast kernel density estimat
2016-08-23
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Reliable and extremely fast kernel density estimator for one-dimensional data; Gaussian kernel is assumed and the bandwidth is chosen automatically; Unlike many other implementations, this one is immune to problems caused by multimodal densities with widely separated modes (see example). The estimation does not deteriorate for multimodal densities, because we never assume a parametric model for the data.
matlab
数据
估计
一维
快速
密度
可靠
极其
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