2D Histogram Calculation

Quick computation of two-dimensional histogram of bivariate data

function histmat = hist2(x, y, xedges, yedges)

Extract 2D histogram data containing the number of events of [x , y] pairs that fall in each bin of the grid defined by xedges and yedges. The edges are vectors with monotonically non-decreasing values.

The code is optimized no loop inside, it can be useful in the case of large dataset.

EXAMPLE

events = 1000000;
x1 = sqrt(0.05)*randn(events,1)-0.5; x2 = sqrt(0.05)*randn(events,1)+0.5;
y1 = sqrt(0.05)*randn(events,1)+0.5; y2 = sqrt(0.05)*randn(events,1)-0.5;
x= [x1;x2]; y = [y1;y2];

For linearly spaced edges:
xedges = linspace(-1,1,64); yedges = linspace(-1,1,64);
histmat = hist2(x, y, xedges, yedges);
figure; pcolor(xedges,yedges,histmat'); colorbar ; axis square tight;

For nonlinearly spaced edges:
xedges_ = logspace(0,log10(3),64)-2; yedges_ = linspace(-1,1,64);
histmat_ = hist2(x, y, xedges_, yedges_);
figure; pcolor(xedges_,yedges_,histmat_'); colorbar ; axis square tight;