KernelDensity.jl
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JuliaStats
Kernel density estimators for Julia
I want to use `kde` on `Date`s but I get ```jl julia> kde(collect(Date(2000):Day(1):Date(2001))) ERROR: MethodError: no method matching kde(::Vector{Date}) ``` I would like do this directly on `Date`s rather than...
I am curious if an implementation of the paper below is of interest to the package. https://arxiv.org/abs/2108.00089
I have a `kde::UnivariateKDE` which is non-negative. Constructing `ik = InterpKDE(kde)` results in undefined grid. Even worse, calling `pdf(ik, x)` sometimes return negative values.
Since the estimate of bivariate kde allow matrix as input, e.g., ```julia x = randn(100, 2) f = kde(x) ``` it would be more convenient when evaluating at each points...
it would be nice to support the sample weights in the KDE, for many data are collected with various confidence. Scipy and scikit learn have already add weights, and maybe...
I know, not nice to just drop in and suggest a new method, but I think this one looks promising. It's called fastKDE. It combines bandwidth selection and density estimation,...
Upstreams https://github.com/SciML/DiffEqUncertainty.jl/pull/41 . Allows for it to be "distribution-like". Still missing the random sampling.
If you have data that are highly correlated or have unusual shapes, the current code in BivariateKDE does not give a very good representation of the true distribution because the...
It would be nice to have: * `cdf` using QuadGK? Or `StatsBase.ecdf`? * `quantile` using `cdf` with bijection method
Would it make sense to be able to do arithmetic on the kde objects, e.g. to add and subtract them, for comparing distributions?
