Help vectorising for loop for kernel density

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DoVile Last Name:
DoVile Last Name: 2012-11-24
I am having a devil of a time figuring out how to vectorise the following for loopp
dens = NaN(length(y),1);
for i=1:length(y)
dens(i) = (1/(n*h))*sum(kernel((Y-y(i))/h));
end
Where Y has 1000 points and y has 50 points, i think perhaps it could be done by subtracting each element in y from Y such that i get a 1000 by 50 matrix. And then i can sum across columns to get the result perhaps ? but that would requre some fairly large matrices for changed dimensions and i also dont know how to do it
any help will be greatly appreciated
  2 个评论
Matt Fig
Matt Fig 2012-11-24
编辑：Matt Fig 2012-11-24
What are n and h, and where is the kernel function?
DoVile Last Name:
DoVile Last Name: 2012-11-24
n = 1000 (number of simulated variables = length(Y), h is the bandwidth = 0.15 and the kernel function i have declared already so when the loop calls kernel(x) it should call that function, the function it self is:
K_Gauss =@(z) exp((-z.^2)./2)./sqrt(2*pi);

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Matt Fig
Matt Fig 2012-11-24
编辑：Matt Fig 2012-11-24
With these values for Y and y:
Y = rand(10,1)*10;
y = rand(5,1)*10;
This gives the same result as your FOR loop:
D = (1/(n*h))*sum(kernel(bsxfun(@minus,Y.',y)/h),2);
Here is the code I used to check the equality of the two approaches, in case it helps you:
Y = rand(1000,1)*10;
y = rand(50,1)*10;
dens = NaN(length(y),1);
n = length(Y);
h = .15;
kernel = @(z) exp((-z.^2)./2)./sqrt(2*pi);
for i=1:length(y)
dens(i) = (1/(n*h))*sum(kernel((Y-y(i))/h));
end
D = (1/(n*h))*sum(kernel(bsxfun(@minus,Y.',y)/h),2);
isequal(dens,D) % Check for equality.
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Matt Fig
Matt Fig 2012-11-25
So is it working now? Did you copy and paste my test code to see that it is working? Those dimensions are identical to my test code. Are you sure about the other variables being as I show, and the kernel function?
DoVile Last Name:
DoVile Last Name: 2012-11-25
It unfortunately is not working, i accepted the answer by mistake :)
I tested the example code you posted and it works fine, however my main code still does not. I have zipped to a rar file here http://www.mediafire.com/?9o846f8f481q7sr.
Thanks alot for your help btw Matt, i am trying to get into the habbit of vectorizing my code.

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