Kernel Density for 2D data

Question

I have two series of data(both of type double). I want to generate a kernel density plot from these. Pls help. My coding is given below. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% curs1 = exec(conn, 'select sp_x, sp_y from road_part6_trajectories_oneway2_new_segments_cartesian2'); format long; curs1 = fetch(curs1); AA = curs1.Data; x = [AA{:,1}]'; y = [AA{:,2}]'; %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% I want to generate the kernel density or any other suitable density plot for x and y. pls advise.

Prashant Kumar · Accepted Answer

The function ksdensity() will do kernel density estimation. It's not clear to me what your x and y represent, so it's hard to give more specific advice than that.
 
In response to comments, here is some code with an example of 2-d kernel density estimation, with a plot of the results. Important note: this assumes that x and y are independent from each other.
 
% Generate some normally distributed data
x = randn(50,1);
y = randn(50,1);

% Estimate a continuous pdf from the discrete data
[pdfx xi]= ksdensity(x);
[pdfy yi]= ksdensity(y);

% Create 2-d grid of coordinates and function values, suitable for 3-d plotting
[xxi,yyi]     = meshgrid(xi,yi);
[pdfxx,pdfyy] = meshgrid(pdfx,pdfy);

% Calculate combined pdf, under assumption of independence
pdfxy = pdfxx.*pdfyy; 

% Plot the results
mesh(xxi,yyi,pdfxy)
set(gca,'XLim',[min(xi) max(xi)])
set(gca,'YLim',[min(yi) max(yi)])

Kernel Density for 2D data

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