matlab calckernel,快速核密度估计（多元）

Fast Kernel Density Estimator (Multivariate)

The code implements an approximation of the multivariate bandwidth calculation from [1]. In contrast to other multivariate bandwidth estimators, it can be estimated from a preclustered sample distribution offering a simple way of estimating compact and accurate KDEs with variable kernels.The code provides a C source code for the engine of calculation and a routine to compile it automatically in Matlab.

The code includes three demos:

1. Multivariate KDE: demoBW_Estimation.m (it also compiles your code)

2. 1D KDE: demoBW_Estimation1D.m

3. Multivariate KDE with preclustering: demoBW_with_preclustering

Reasons to use the bandwidth estimator from [1]:

* Reasonably fast computation

* Handles multivariate bandwidths

* Can use weighted data

* Generally produces good estimates of the bandwidths

* Can be calculated from a Gaussian mixture model, not only directly from the samples

* Avoids numerical evaluations and iterative computation -- the bandwidth is analytically computed (even from a GMM) under some approximations.

Some advice:

If you're trying to estimate the KDE from "really" large datasets, then I suggest one of two things: (i) precluster the data first and apply [1]. (2) Use the online KDE, which learns the model by one data at a time -- the Matlab code for the oKDE is available from the author's homepage (http://www.vicos.si/People/Matejk).

[1] M. Kristan, A. Leonardis, D. Sko?aj, "Multivariate online Kernel Density Estimation with Gaussian Kernels", Pattern Recognition, 2011.