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KDE Enhancements

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Mohamad
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  1.  The KDE function should return both the pdf and/or the cdf value for a given x-value.
  2. The KDE function should compute the different distribution moments, e.g. skewness, kurtosis, mode, etc.
  3. The KDE function should permit an optional range (MIN and/or MAX), to incorporate it in the construction.
  4. The KDE should calculate (via optimization) the optimal bandwidth.
  5. The KDE function should return a measure (e.g. MISE) of error for a given kernel and bandwidth selections.
  6. The KDE should support variable/adaptive bandwidth kernel density estimation.
  7. Examine different kernels fit, to evaluate the most efficient one for a given data set..

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  • Official comment
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    Mohamad

    NumXL 1.68 (CAMEL) is officially out (May 24, 2022)

    The KDE enhancements are available now

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  • Avatar
    Mohamad

    The proposed KDE enhancements are planned as part of our next version 1.68 (CAMEL).

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