MATLAB tool for probability density assessment and nonparametric estimation

A MATLAB function is presented for nonparametric probability density estimation, based on an iterative method that employs the principle of maximum entropy and characteristic properties of single order statistics. Featuring a robust and adaptive design, the method is well-suited for high throughput...

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Bibliographic Details
Main Authors: Jenny Farmer, Donald J. Jacobs
Format: Article
Language:English
Published: Elsevier 2022-06-01
Series:SoftwareX
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2352711022000231
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author Jenny Farmer
Donald J. Jacobs
author_facet Jenny Farmer
Donald J. Jacobs
author_sort Jenny Farmer
collection DOAJ
description A MATLAB function is presented for nonparametric probability density estimation, based on an iterative method that employs the principle of maximum entropy and characteristic properties of single order statistics. Featuring a robust and adaptive design, the method is well-suited for high throughput applications. The implementation comprises a MATLAB interface and underlying C++ code with extensible components that can be easily integrated into third party software. The functionality includes plotting capabilities and model independent diagnostics featuring the scaled quantile residual that is invariant to sample size, distribution, and estimation method.
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spelling doaj.art-73d9f7c442b946b0a7207a6ce80c04422022-12-22T03:29:23ZengElsevierSoftwareX2352-71102022-06-0118101017MATLAB tool for probability density assessment and nonparametric estimationJenny Farmer0Donald J. Jacobs1Department of Physics and Optical Science, University of North Carolina at Charlotte, Charlotte, NC 28223, USADepartment of Physics and Optical Science, University of North Carolina at Charlotte, Charlotte, NC 28223, USA; Center for Biomedical Engineering and Science, University of North Carolina at Charlotte, Charlotte, NC 28223, USA; Corresponding author at: Department of Physics and Optical Science, University of North Carolina at Charlotte, Charlotte, NC 28223, USA.A MATLAB function is presented for nonparametric probability density estimation, based on an iterative method that employs the principle of maximum entropy and characteristic properties of single order statistics. Featuring a robust and adaptive design, the method is well-suited for high throughput applications. The implementation comprises a MATLAB interface and underlying C++ code with extensible components that can be easily integrated into third party software. The functionality includes plotting capabilities and model independent diagnostics featuring the scaled quantile residual that is invariant to sample size, distribution, and estimation method.http://www.sciencedirect.com/science/article/pii/S2352711022000231Nonparametric density estimationMaximum entropySingle order statisticsMATLABR
spellingShingle Jenny Farmer
Donald J. Jacobs
MATLAB tool for probability density assessment and nonparametric estimation
SoftwareX
Nonparametric density estimation
Maximum entropy
Single order statistics
MATLAB
R
title MATLAB tool for probability density assessment and nonparametric estimation
title_full MATLAB tool for probability density assessment and nonparametric estimation
title_fullStr MATLAB tool for probability density assessment and nonparametric estimation
title_full_unstemmed MATLAB tool for probability density assessment and nonparametric estimation
title_short MATLAB tool for probability density assessment and nonparametric estimation
title_sort matlab tool for probability density assessment and nonparametric estimation
topic Nonparametric density estimation
Maximum entropy
Single order statistics
MATLAB
R
url http://www.sciencedirect.com/science/article/pii/S2352711022000231
work_keys_str_mv AT jennyfarmer matlabtoolforprobabilitydensityassessmentandnonparametricestimation
AT donaldjjacobs matlabtoolforprobabilitydensityassessmentandnonparametricestimation