pkde

Penalised density on of one-dimensional (projected) dataset at (x)
[F, FKDE] = PKDE(X, PROJ, H, ALPHA, ETA, EPSILON)

 Inputs:
    (X): location of split along the projected data
    (PROJ): Univariate data projection
    (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: 
    (F): Penalised density on hyperplane at point (X)
    (FKDE): Density on hyperplane at (X)