KERNLDEN2D: MATLAB function to estimate bivariate empirical kernel density function
Shapour Mohammadi · RePEc: Research Papers in Economics · 2009
This mfile estimates bivariate empirical kernel density function and mutual information by kernels. Empirical density is evaluated in various pointes that is determined by user as one of inputs. More number of points of evaluation leads to smooth density but it will be computation demanding estimation. It calculates mutual information between x and y as a measure of nonlinear dependency.