PDF Package

A MATLAB package for generating and manipulating empirical PDFs and CDFs

This package contains a variety of functions supporting the generation and manipulation of empirical probability density functions (PDFs) and cumulative distribution functions (CDFs) of scalar random variables. MATLAB structs are used to represent the underlying PDFs and CDFs.

Included functionality:

(1) Density manipulation

Generation, sampling, resampling, conversion to/from PDF/CDF, evaluation, inverse evaluation (CDF only), plotting, functional transformation, standardization

(2) Distribution statistics

Mean, variance, functional expectation, entropy, differential entropy, Kullback–Leibler divergence, Kolmogorov–Smirnov distance

(3) Graphical support

PDF/CDF plotting, custom bin/resolution control