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KDE Enhancements

Mohamad

26/11/2019 02:47

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

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