PDFEstimator (version 4.5)
Multivariate Nonparametric Probability Density Estimator
Description
Farmer, J., D. Jacobs (2108) . A multivariate nonparametric density estimator based on the maximum-entropy method. Accurately predicts a probability density function (PDF) for random data using a novel iterative scoring function to determine the best fit without overfitting to the sample.