fabnavarro / MakeDensity

Normal Mixture Models

MakeDensity

Normal Mixture Models for density estimation, clustering algorithms or bump hunting research and teaching purposes; providing the widely used Marron-Wand densities.

J. S. Marron. and M. P. Wand. Exact Mean Integrated Squared Error.The Annals of Statistics, 20, 1992.

Getting Started

Here is an example of kernel density estimation using a rule-of-thumb bandwidth estimator

T = 1000;
n = 5000;
name = 'Claw';
[pdfx,x,t] = MakeDensity(name,T,n);
[y,~] = kernelest(x,t);
figure
plot(t,pdfx,t,y,'linewidth',2);axis tight
title(name)