kernel density
Bug #717511 reported by
joep
This bug affects 2 people
Affects | Status | Importance | Assigned to | Milestone | |
---|---|---|---|---|---|
statsmodels |
In Progress
|
Undecided
|
Mike Crowe |
Bug Description
I need a kde estimator for quick check of residuals, univariate is enough for diagnostic checks on residuals, but I need to be able to experiment with the bandwidth interactively.
Where is it?
Get the subclass of scipy.stats.
sandbox/
Changed in statsmodels: | |
status: | New → In Progress |
To post a comment you must log in.
I'm looking into what the scipy kde object actually does - from what I can tell you have to subclass it to set your own bandwidth, which doesn't seem a very natural API to me.
On the one hand I'm reluctant to provide methods which already exist in scipy, but on the other, the support in scipy.stats looks very thin.
I've already made KDR using arbitrary kernels/bandwidths, as well as a large selection of common kernels, and there already exists the startings of univariate kde code that someone else has written. So my plan is to bring together KDE and KDR to share the same kernel classes, and get the FFT version of KDE working.