fgt_kde

PURPOSE

Interface to improved Fast Gauss Transform to compute one-dimensional KDE with Gaussian kernels

SYNOPSIS

function out = fgt_kde(proj, Y, h)

DESCRIPTION

Interface to improved Fast Gauss Transform to compute one-dimensional KDE with Gaussian kernels
OUT = FGT_KDE(X, Y, H)

 Input:
    (X): Column vector representing one dimensional sample
    (Y): Points at which the value of the KDE will be evaluated
    (H): Bandwidth parameter

 Output:
    (OUT): Estimated density at (Y)

CROSS-REFERENCE INFORMATION

This function calls:

This function is called by:

depddppp Projection Pursuit function for dePDDP algorithm
gsep Generic binary cluster separator class
reldepth Relative Depth
mchp Maximum Clusterability Hyperplane (inherits from HP class)
mdhp MDHP implements Minimum Density Hyperplane (inherits from HP class)
pkde Penalised density on of one-dimensional (projected) dataset at (x)
nchp Minimum Normalised Cut Hyperplane (inherits from HP class)