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KERNLDEN2D: MATLAB function to estimate bivariate empirical kernel density function

Author

Listed:
  • Shapour Mohammadi

    (University of Tehran)

Programming Language

MATLAB

Abstract

This mfile estimates bivariate empirical kernel density function and mutual information by kernels. Empirical density is evaluated in various pointes that is determined by user as one of inputs. More number of points of evaluation leads to smooth density but it will be computation demanding estimation. It calculates mutual information between x and y as a measure of nonlinear dependency.

Suggested Citation

  • Shapour Mohammadi, 2009. "KERNLDEN2D: MATLAB function to estimate bivariate empirical kernel density function," Statistical Software Components T741506, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:t741506
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/k/kernlden2d.m
    File Function: program file
    Download Restriction: no
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