Lightning fast, lightweight, and reliable kernel density estimation.
Project description
lightkde
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.
Install
pip install lightkde
Usage
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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