Plugging a new value to ksdensity

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Roy0014
Roy0014 2024-12-27
评论： Roy0014 2024-12-28
I have a one dimensional vector r sampled from some (unknown) probability distribution and fit ksdensity to compute its pdf.
[f,xi] = ksdensity(r)
Then, I want to obtain a fitted value of f on a new scalar (say, x_new), which is not a member of xi.
How can I do it?
For instance,
r = randn(100,1);
[f,xi]=ksdensity(r);
x_new=1.1;

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Torsten
Torsten 2024-12-27
编辑：Torsten 2024-12-28
Ran in:
rng("default")
r = randn(100,1);
x_new = 1.1;
f = ksdensity(r,x_new)
f = 0.2331
or
rng("default")
r = randn(100,1);
f = @(x)ksdensity(r,x);
x_new = 1.1;
y = f(x_new)
y = 0.2331

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