fastash 0.0.9

Fast Averaged Shifted Histogram module.

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