I am in the process of trying to implement Kernel Density Estimation for a project but I am struggling to understand some notation.
I have the following function
$$f_h(x) = \frac{1}{hN}\sum_{i=1}^NK(\frac{x - x_i}{h})$$
How is do I use this function/How do I read it?
My assumption is that the result of the sum is substituted in the place of $N$ but I wanted to clarify before I proceeded.
I am using this on a histogram.
I have attempted to find an answer through Google but couldn't find anything.
Any help would be greatly appreciated.
The function $f_h$ appears to depend on more than just $h$. You must be given $N$-points $x_1$, $x_2$ ,..., $x_N$ (I assume real numbers, but you have not specified the domain) and another function $K(x)$
Given these and a nonzero real number $h\neq0$, $f_h$ is the function which assigns each real number $x$ to the sum $$K\left(\frac{x-x_1}{h}\right)+K\left(\frac{x-x_2}{h}\right)+...+K\left(\frac{x-x_N}{h}\right)$$ and divides the result by $Nh$.