Multivariate Probability Density Estimation

version 3.0 (73.8 KB) by jenny farmer
Nonparametric plotting and analysis tool to compute a probability density estimate for multivariate data


Updated 21 Sep 2022

From GitHub

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EstimatePDF computes a nonparametric probability density estimate for a one-dimensional data sample. The method is automated and adaptive, determining boundaries, resolution scales, and outliers appropriately without user intervention, therefore suitable for high-throughput analysis.
PDFAnalyze optionally produces high-quality plots for advanced analysis and publication with univariate estimates.
EstimatePDFmv calculates nonparametric probability density estimates for multivariate data for up to 5 variables.

Cite As

jenny farmer (2022). Multivariate Probability Density Estimation (, GitHub. Retrieved .

Jenny, F. and J. Donald, High throughput nonparametric probability density estimation. PLoS ONE, 2018. 13(5): p. e0196937.

Farmer, Jenny, and Donald J. Jacobs. “MATLAB Tool for Probability Density Assessment and Nonparametric Estimation.” SoftwareX, vol. 18, Elsevier BV, June 2022, p. 101017, doi:10.1016/j.softx.2022.101017.

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MATLAB Release Compatibility
Created with R2018b
Compatible with R2018a and later releases
Platform Compatibility
Windows macOS Linux

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To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.