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get discrete pdf/pmf from a kernel distribution pdf on an interval

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I fit a kernel distribution on some data. Now I want to sample with replacement that same Fitted kernel distribution, on a specific interval, that may be much narrower or broader than the original data I used to fit the kernel.
I can already get the kernel distribution:
X1 = 10 + 5 * randn(200, 1);
myFit1 = fitdist(X1, 'kernel')
and generate some randomly sampled data from it:
numbers = random(myFit, 500, 1);
But how do I specify to sample from a certain range. I don't want to threshold and truncate the numbers after the fact. This might result in different numbers of sampled elements which will cause errors in later applications such as KL divergence.


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Accepted Answer

Jeff Miller
Jeff Miller on 9 Dec 2020
myFitTrunc = truncate(myFit1,4,12) % 4, 12 are example lower,upper truncation bounds
Y = random(myFitTrunc,500,1)


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