Fast Kernel Density Estimator (Multivariate)

A very fast multivariate bandwidth calculation for KDE that can even be calculated from a GMM.

Version 1.7.0 (31.7 KB)
2.8K Downloads
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8 May 2013
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Cite As

Matej Kristan (2026). Fast Kernel Density Estimator (Multivariate) (https://uk.mathworks.com/matlabcentral/fileexchange/41187-fast-kernel-density-estimator-multivariate), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.7.0

Corrected plotting of a 1d distribution and some includes for properly installing the path to plotting tools.
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1.5.0

added link to homepage
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1.4.0

updated the "Description" field.
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1.3.0

Some correction of the code for moment matching "momentMatchPdf.m" and additional example of very fast 1D KDE estimation "demoBW_Estimation1D.m".
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1.0.0

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