Fast Averages Shifted Histogram
Project description
# FastASH Fast Averaged Shifted Histograms.
Density estimation which approximate a triangular Kernel Density Estimation (KDE. Cython inside.
## Getting Started
Example usage:
For a standard PDF
from scipy import stats import numpy as np from matplotlib import pyplot as plt from fastash import ASH
n = 10**5 d = 3 mean = np.zeros(d) cov = np.diag(np.ones(d)) X = stats.multivariate_normal.rvs(mean=mean, cov=cov, size=n)
ash = ASH(q=100) ash.fit(X)
Y = np.zeros((300, d)) Y[:,0] = np.linspace(-4,4,300) f = ash.predict(Y)
plt.plot(Y[:,0], stats.multivariate_normal.pdf(Y, mean=mean, cov=cov), label=’exact’) plt.plot(Y[:,0], f, label=’FastASH’) plt.legend() plt.show()
## help for packaging
script files are provided and based on this tutorial : https://levelup.gitconnected.com/how-to-deploy-a-cython-package-to-pypi-8217a6581f09
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