Optimal(default) bandwidth estimation method

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Hong Yeon Cho
Hong Yeon Cho on 27 May 2011
I'd like to use the ksdensity(in Statistical Toolbox)function to estimate kernel density estimation. Even though I checked the bandwidth estimation method in the document, I cannot understand it. Could you let me know the method or formulae anyone who knows it?

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Answers (1)

Richard Willey
Richard Willey on 27 May 2011
You can open ksdensity.m in your editor and inspect the bandwidth estimation code.
This section of the code starts at line 293 and extends to line 320.

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