Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data
Project description
The Plugin library is a Python package designed to provide a simple and efficient way to perform kernel-based data analysis using the plugin algorithm. The plugin algorithm, proposed by P. Hall & Marron (1987) and extended by Park & Marron (1990), offers an iterative algorithm for the estimation of the optimal bandwidth parameter. The plugin utilizes an iterative algorithm to find the optimal smoothing parameter. The principle starts with a random choice of J(f), and subsequent evaluations of J(f) are deduced from the first value. Several iterations are performed to converge towards the optimal bandwidth parameter.
Change Log
0.0.1 (13/08/2023)
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