dpkde

Penalised density on hyperplane: Projection index for MDH
[DF, DKDE] = DPKDE(X, PROJ, H, ALPHA, ETA, EPSILON)

 Inputs:
    (X): location of split along the projected data
    (PROJ): Univariate projection of dataset (X*v)
    (H): bandwidth parameter
    (ALPHA): range over which minimisers of 1D density are sought
    (ETA): Term in penalty function controlling maximum distance between minimisers of the
        kde and the penalised density integral (recommended value: 0.01)
    (EPSILON): Term in penalty function controlling smoothness (recommended value: 1)

 Output: 
    (DF): derivative of one-dimensional penalised density on hyperplane w.r.t. split point (x)
    (DKDE): derivative of one-dimensional kernel density estimator w.r.t. split point (x)