Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / econometrics-1.0.8 / __kernel_normal.m

diff --git a/octave_packages/econometrics-1.0.8/__kernel_normal.m b/octave_packages/econometrics-1.0.8/__kernel_normal.m
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+++ b/octave_packages/econometrics-1.0.8/__kernel_normal.m
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+# Copyright (C) 2006 Michael Creel <michael.creel@uab.es>
+#
+# This program is free software; you can redistribute it and/or modify
+# it under the terms of the GNU General Public License as published by
+# the Free Software Foundation; either version 2 of the License, or
+# (at your option) any later version.
+#
+# This program is distributed in the hope that it will be useful,
+# but WITHOUT ANY WARRANTY; without even the implied warranty of
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+# GNU General Public License for more details.
+#
+# You should have received a copy of the GNU General Public License
+# along with this program; If not, see <http://www.gnu.org/licenses/>.
+
+# __kernel_normal: this function is for internal use by kernel_density
+# and kernel_regression
+#
+# product normal kernel
+# input: PxK matrix - P data points, each of which is in R^K
+# output: Px1 vector, input matrix passed though the kernel
+# other multivariate kernel functions should follow this convention
+
+function z = __kernel_normal(z)
+
+       z = normpdf(z);
+       z = prod(z,2);
+
+endfunction