Kernel Density Estimation tools and functions
Project description
kdetools
Some useful tools for working with Kernel Density Estimates (KDEs) built on top of the scipy Gaussian kernel density estimation class scipy.stats.gaussian_kde. Currently includes a superclass with an additional method (kdecond) for conditional random sampling from a multivariate KDE, and a new class (kdecdf) for vectorised 1d KDE fitting, conversion to a smoothed empirical CDF and inverse probability transforms.
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