lightkdeΒΆ

A lightning fast, lightweight, and reliable kernel density estimation.

  • Easy to use, e.g. density_vec, x_vec = kde_1d(sample_vec=sample).

  • Works with 1d and 2d samples.

  • Works with weighted samples as well.

  • Based on the MATLAB implementations of Botev: [Botev, 2015], [Botev, 2015].

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