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density estimation

Started by Unknown September 1, 2002
Dear Group.

I have two problems:

1) How can I do multi-variate density estimation in Matlab?

2) How can I then take random draws based on the estimated density
function?

Any help is greatly appreciated. Thank you for your time.




there are many ways to do density estimation, be it univariate or
multivariate... the highest level of division being parametric or
nonparametric... if u plan to do nonparametric, then one of the most commnly
used ways of doing it is known as parzen window method. u can find description
of this method in any standard textbook on pattern recognition.. also there are
several books on non-parametric density estimation... if u choose to use parzen
window method, and are not sure how to go about it, feel free to contact me.. u
can find several books and journal papers explaining the implementation details,
esp. in the field of information theory.
----- Original Message -----
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Sent: Sunday, September 01, 2002 1:52 PM
Subject: [matlab] density estimation Dear Group.

I have two problems:

1) How can I do multi-variate density estimation in Matlab?

2) How can I then take random draws based on the estimated density
function?

Any help is greatly appreciated. Thank you for your time.
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