KERNLDEN2D: MATLAB function to estimate bivariate empirical kernel density function

Shapour Mohammadi ()

Statistical Software Components from Boston College Department of Economics

Abstract: This mfile estimates bivariate empirical kernel density function and mutual information by kernels. Empirical density is evaluated in various pointes that is determined by user as one of inputs. More number of points of evaluation leads to smooth density but it will be computation demanding estimation. It calculates mutual information between x and y as a measure of nonlinear dependency.

Language: MATLAB
Requires: MATLAB
Keywords: Bivariate kernel density plot; Mutual Information Estimation; Nonlinear Correlation (search for similar items in EconPapers)
Date: 2009-07-16

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/k/kernlden2d.m program file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:t741506

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