Bivariant Kernel Density Estimation (V2.1)

A tool for bivariant pdf, cdf and icdf estimation using Gaussian kernel function.

This function implements bivariant Gaussian kernel density estimation. It can be used to estimate bivariant probability density function (pdf), cumulative distribution function (cdf) and inversed cdf (icdf) from a set of random data. The code is programmed in a way to be suitable for beginners to learn kernel density estimation.