kernel density estimation
- To: mathgroup at smc.vnet.net
- Subject: [mg34594] kernel density estimation
- From: "dr. Robert Volcjak" <robert.volcjak at guest.arnes.si>
- Date: Wed, 29 May 2002 02:45:04 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Dear group. I need to estimate the probability density function of a given data set (time series) with the help of apropriate kernel function K[x]. I have already done the task by the definition of "smoothed-histogram" but it is very slow. Is there any faster algorithm (preferably in Mathematica code) for my task. Thank you. Robert