KDEDEMO1 Demonstrate the smoothing parameter impact on KDE KDEDEMO1 shows the true density (dotted) compared to KDE based on 7 observations (solid) and their individual kernels (dashed) for 3 different values of the smoothing parameter, hs.
Normal Scale Estimate of Smoothing Parameter. | |
Kernel Density Estimator. | |
Create or alter KDE OPTIONS structure. | |
Multivariate Kernel Function. | |
Plot contents of pdf structures | |
Normal probability density function | |
Random matrices from a Normal distribution. |
001 %KDEDEMO1 Demonstrate the smoothing parameter impact on KDE 002 % 003 % KDEDEMO1 shows the true density (dotted) compared to KDE based on 7 004 % observations (solid) and their individual kernels (dashed) for 3 005 % different values of the smoothing parameter, hs. 006 007 %%%%%%%%%%%%%%%%%%%%%%%%%%%%% -*- Mode: Matlab -*- %%%%%%%%%%%%%%%%%%%%%%%%%%%% 008 %% kdedemo1.m --- 009 %% Author : Per Andreas Brodtkorb 010 %% Created On : Sat Mar 06 10:54:08 2004 011 %% Last Modified By: Per Andreas Brodtkorb 012 %% Last Modified On: Sat Feb 05 10:53:14 2005 013 %% Update Count : 66 014 %% Status : Unknown, Use with caution! 015 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 016 017 018 019 020 021 x = linspace(-4,4); 022 x0 = x/2; 023 data = wnormrnd(0,1,7,1); 024 kernel = 'gaus'; 025 hs = hns(data); 026 %hs = hldpi(data,kernel); 027 hVec = [hs/2, hs, 2*hs] 028 029 kopt = kdeoptset('kernel','gaus'); 030 for ix=1:3 031 figure(ix) 032 h = hVec(ix); 033 kopt.hs = h; 034 f2 = kde(data,kopt,x); 035 pdfplot(f2,'k-') 036 title(sprintf('h_s = %s', num2str(h,2))) 037 ylabel('Density') 038 039 hold on 040 plot(x,wnormpdf(x,0,1),'k:') 041 n = length(data); 042 plot(data,zeros(size(data)),'bx','Markersize',10) 043 y = mkernel(x0,kernel)/(n*h); 044 for i=1:n 045 plot(data(i)+x0*h,y,'b--'); 046 plot([data(i) data(i)], [0 max(y)],'b') 047 end 048 set(gca,'ytick',0:.1:0.5) 049 axis([min(x),max(x), 0 0.5]) 050 axis fill 051 axis([min(x),max(x), 0 0.5]) 052 hold off 053 if (ix==3) 054 xlabel('x') 055 end 056 %exportfig(gcf,sprintf('kdedemo1f%d.eps',ix),'height',2.5,'width',5); 057 end 058
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