CODEWITHSUNDEEP
matlabmachine-learningkernel-density
Arturo
Arturo

Reputation: 3779

2D weighted Kernel Density Estimation(KDE) in MATLAB

I'm looking for available code that can estimate the kernel density of a set of 2D weighted points. So far I found this option in for non-weighted 2D KDE in MATLAB: http://www.mathworks.com/matlabcentral/fileexchange/17204-kernel-density-estimation

However it does not incorporate the weighted feature. Is there any other implemented function or library that should come in handy for this? I thought about "hacking" the problem, where suppose I have simple weight vector: [2 1 3 1], I can literally just repeat each sampled point, twice, once, three times and once respectively. I'm not sure if this computation would be valid mathematically though. Again the issue here is that the weight vector I have is decimal, so normalizing to the minimum number of the vector and then multiplying each other entry implies errors in rounding, specially if the weights are in the same order of magnitude.

Note: The ksdensity function in MATLAB has the weighted option but it is only for 1D data.

Upvotes: 1

Views: 5395

Answers (2)

Chris Parry
Chris Parry

Reputation: 3057

I used this function and found it to be excellent. I discuss varying the n parameter (area over which density is calculated) in this Stack Overflow post, and it contains some examples of 2D KDE plots using contour3.

Upvotes: 0

Arturo
Arturo

Reputation: 3779

Found this, so problem solved. (I guess): http://www.ics.uci.edu/~ihler/code/kde.html

Upvotes: 1

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