Source Code

Kernel Density Estimation

The KDE class is a general matlab class for k-dimensional kernel density estimation. It is written in a mix of matlab ".m" files and MEX/C++ code. Thus, to use it you will need to be able to compile C++ code for Matlab. The kernels supported are Gaussian, Epanetchnikov and Laplacian. There is a detailed instruction about how to use it at http://www.ics.uci.edu/~ihler/code/kde.html