PDFEstimator - Multivariate Nonparametric Probability Density Estimator

Farmer, J., D. Jacobs (2108) <DOI:10.1371/journal.pone.0196937>. A multivariate nonparametric density estimator based on the maximum-entropy method. Accurately predicts a probability density function (PDF) for random data using a novel iterative scoring function to determine the best fit without overfitting to the sample.