PDFEstimator
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Software:94924
CRANPDFEstimatorMaRDI QIDQ94924
Multivariate Nonparametric Probability Density Estimator
Last update: 24 August 2023
Software version identifier: 4.3, 0.1-0, 0.1-1, 0.1-2, 0.1-3, 2.0, 2.1, 2.2, 3.0, 3.1, 3.2.1, 3.2, 4.0, 4.1, 4.5
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
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.
