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 Get underlying function from Kernel Density Estimation
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(Dec-05-2019, 08:22 AM)jpython Wrote:
(Dec-04-2019, 11:51 PM)scidam Wrote: There is no simple representation of such formula. You are likely looking for a simple one. You can find explanation about kde-estimations at Wikipedia. So, kde-estimation is a function defined as a sequence of calculations (these calculations are hard to perform manually, but easy to do with help of the computer), it is a computational procedure.

If you want to get a "convenient" formula as an estimation of pdf, you can look at parametric probability density estimations, e.g. fit a normal distribution, or fit a mixture of normal distributions (using mixture of known distributions might be very flexible, if you want to handle non-normally distributed data).

Hi Scidam,

I am able to use the methods you mentioned, but only to evaluate the the probability density function at a certain point. I woul like the formula in mathematical notation. Is this possible?

My apologies, I did not read your post carefully. I did look briefly into parametric probability density estimations but again I was not able to print the underlying function it uses to do the estimation.
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RE: Get underlying function from Kernel Density Estimation - by jpython - Dec-05-2019, 11:23 AM

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