Specify band width for kernel PDF
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Hey,
I'm wondering if there is a possibilty to use the improves Sheater Jones algorythm for optimal bandwith in multimodal distribution when trying to fit them with a kernel-pdf.
Reading the documentary the default value is optimal for normal distributions, so it should be the silvermans rule of thump that is buidl in here.
Does somebody know a customized fuction that does support kernel pdf with sheater jones, or is Mathworks planning to implement it or do I have to do it on my own?
Best regards
1 commentaire
Maximiliano Barbosa
le 4 Oct 2022
Hi, do you found some answer about this question? I'm in the same way of you
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