Kernel Density Estimation Library

KernelDensityEstimate2d provides methods for performing 2D Kernel Density Estimation. If you have some points and want to convert them into a Probability Distribution Function by convolving those points with a Gaussian kernel, KernelDensityEstimate2d will compute that kernel for you and provide the resulting PDF.

Currently, only diagonal bandwidth matrices may be computed, which means the estimation is only accurate if your axes are independent.

Also includes a pure java implementation of Matlab's FZero function.

Build:

$ ant

Runtime:

After build, add all jars in lib and target directories to your project.

Dependencies:

None.

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Author: Philip DeCamp