KDE Toolbox

Kernel Density Estimation Toolbox for MATLAB. The KDE class is a general matlab class for k-dimensional kernel density estimation. It is written in a mix of matlab ”.m” files and MEX/C++ code. Thus, to use it you will need to be able to compile C++ code for Matlab. Note that the default compiler for Windows does not support C++, so you will need GCC under Linux, or GCC or Visual C++ for Windows. Bloodshed supplies a nice development environment along with the MinGW compiler.