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Lightning fast, lightweight, and reliable kernel density estimation.

Project description


Documentation Status Continuous integration PyPI version python versions coverage Language grade: Python Total alerts Code style: black

A lightning fast, lightweight, and reliable kernel density estimation.

  • Easy to use, e.g. density_vec, x_vec = kde_1d(sample_vec=sample).
  • Works with 1d and 2d samples.
  • Works with weighted samples as well.
  • Based on the MATLAB implementations of Botev: kde, kde2d.

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pip install lightkde


import numpy as np
from lightkde import kde_1d

sample = np.random.randn(1000)

density_vec, x_vec = kde_1d(sample_vec=sample)

For further examples see the documentation.

Other kde packages

Other python packages for kernel density estimation:

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