Kernel Density Estimation ------------------------- (c) Tim Nugent 2014 Based on Philipp K. Janert's Perl module: http://search.cpan.org/~janert/Statistics-KernelEstimation-0.05 Multivariate stuff from here: http://sfb649.wiwi.hu-berlin.de/fedc_homepage/xplore/ebooks/html/spm/spmhtmlnode18.html Compile by running 'make'. Uses -std=c++11 - on older compilers you may need to change this to -std=c++0x in the Makefile. Run all tests with 'make test'. This calls an R script which generates plots from various .csv file. The multivariate data in the data/ directory is the Old Faithful geyser eruption/waiting data. Example usage: ./kerndens data/univariate.csv > uni_pdf.csv To plot this in R: data <- read.table("uni_pdf.csv", header=FALSE, sep="," ,comment.char="#") plot(data$V1,data$V2,xlab="x",ylab="density",main="Univariate PDF") Full options: Usage: ./kerndens [options] [csv_file] Options: -k <int> Kernel type: 1 = Gaussian (default) 2 = Box 3 = Epanechnikov -b <int> Bandwidth optimisation (Gaussian only): 1 = Default 2 = AMISE optimal, secant method 3 = AMISE optimal, bisection method -p <int> Calculate: 1 = PDF (default) 2 = CDF timnugent@gmail.com