r2py_kernsmooth
A Python port of the R package KernSmooth (v. 2.23-26), which implements the kernel-smoothing methods described in Wand, M.P. and Jones, M.C. (1995), Kernel Smoothing, Chapman and Hall.
The package binds the original KernSmooth Fortran routines directly via f2py, and reimplements the R-level driver logic (argument handling, FFT-based convolution, plug-in bandwidth selection) in Python on top of NumPy and SciPy, so results match the R package to numerical precision.
Installation
pip install r2py_kernsmooth
Building from source requires a Fortran compiler and a BLAS implementation (e.g. OpenBLAS); see meson.build.
Functions
| Function | Description |
|---|---|
bkde |
Binned kernel density estimate |
bkde2D |
2D binned kernel density estimate |
bkfe |
Binned kernel functional estimate |
dpih |
Direct plug-in histogram bin width selection |
dpik |
Direct plug-in bandwidth selection for kernel density estimation |
dpill |
Direct plug-in bandwidth selection for local linear regression |
locpoly |
Local polynomial regression / density derivative estimation |
linbin / linbin2D |
Linear binning of (1D / 2D) data onto a grid |
rlbin |
Linear binning of regression data |
blkest, cpblock, sdiag, sstdiag |
Internal estimation helpers used by dpill |
Example
import numpy as np
from r2py_kernsmooth import bkde, locpoly
x = np.random.normal(size=1000)
density = bkde(x) # {"x": grid points, "y": density estimate}
y = x + np.random.normal(scale=0.5, size=1000)
fit = locpoly(x, y, bandwidth=0.3) # {"x": grid points, "y": fitted curve}
License
r2py_kernsmooth is distributed under the same "Unlimited" license as upstream KernSmooth: it may be used, copied, modified, and redistributed for any purpose without restriction. See LICENSE for the full text.
Attribution
r2py_kernsmooth is a derivative of the R package KernSmooth, originally authored by Matt Wand, with LINPACK Fortran routines contributed by Cleve Moler and the R-language port maintained by Brian Ripley. The Python port is authored by Yufei Cai (ycai9@nd.edu) and Jun Li (jun.li@nd.edu). See NOTICE for full attribution details.
1 maintainer
Release files for r2py-kernsmooth 0.1.0
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