MEPDF:Creation of Empirical Density Functions Based on Multivariate
Data
Based on the input data an n-dimensional cube with sub cells of user specified side length is created. The number of
sample points which fall in each sub cube is counted, and with
the cell volume and overall sample size an empirical
probability can be computed. A number of cubes of higher
resolution can be superimposed. The basic method stems from
J.L. Bentley in "Multidimensional Divide and Conquer". J. L.
Bentley (1980) <doi:10.1145/358841.358850>. Furthermore a
simple kernel density estimation method is made available, as
well as an expansion of Bentleys method, which offers a kernel
approach for the grid method.
