Optimal(default) bandwidth estimation method

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Hong Yeon Cho
Hong Yeon Cho 2011 年 5 月 27 日
I'd like to use the ksdensity(in Statistical Toolbox)function to estimate kernel density estimation. Even though I checked the bandwidth estimation method in the document, I cannot understand it. Could you let me know the method or formulae anyone who knows it?

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回答 (1 件)

Richard Willey
Richard Willey 2011 年 5 月 27 日
You can open ksdensity.m in your editor and inspect the bandwidth estimation code.
This section of the code starts at line 293 and extends to line 320.

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