PDFEstimator

Multivariate Nonparametric Probability Density Estimator

CRAN Package

Farmer, J., D. Jacobs (2108) doi:10.1371/journal.pone.0196937. A multivariate nonparametric density estimator based on the maximum-entropy method. Accurately predicts a probability density function (PDF) for random data using a novel iterative scoring function to determine the best fit without overfitting to the sample.


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