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 KDE code. Currently includes a subclass of scipy.stats.gaussian_kde with an additional method (conditional_resample) for conditional random sampling from a multivariate KDE and cross-validation based bandwidth estimators, and a new class (kdecdf) for vectorised 1D KDE fitting for multiple variables and conversion to smoothed empirical CDFs.
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