Inner product of probability densities


Functions computing the L^2 inner product of two multivariate or univariate probability densities.


The functions use parametrical or nonparametrical estimation methods:

  • Gaussian densities, given the parameters:

    • multivariate:

    • univariate:

  • Parametrically estimated Gaussian densities, given samples:

    • multivariate:

    • univariate:

  • Estimated densities using the Gaussian kernel method, with the normal reference rule bandwidth:

    • multivariate: l2d.kga

    • univariate: l2d.kga.u

  • Estimated densities using the Gaussian kernel method, given the smoothing banwidths:

    • multivariate: l2d.kgw

    • univariate: l2d.kgw.u


Rachid Boumaza, Pierre Santagostini, Smail Yousfi, Sabine Demotes-Mainard.

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