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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Format: | Article |
Language: | English |
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Elsevier
2022-06-01
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Series: | SoftwareX |
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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. |
first_indexed | 2024-04-12T14:27:31Z |
format | Article |
id | doaj.art-73d9f7c442b946b0a7207a6ce80c0442 |
institution | Directory Open Access Journal |
issn | 2352-7110 |
language | English |
last_indexed | 2024-04-12T14:27:31Z |
publishDate | 2022-06-01 |
publisher | Elsevier |
record_format | Article |
series | SoftwareX |
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 |