[SciPy-Dev] scipy.stats.kde

[Sam Birch]

Hi all,

I was thinking of renovating the kernel density estimation package (although
no promises; I'm leaving for college tomorrow morning!). I was wondering:

a) whether anyone had started code in that direction

b) what people want in it

I was thinking (as an ideal, not necessarily goal):
- Support for more than Gaussian kernels (e.g. custom, uniform, Epanechnikov,
triangular, quartic, cosine, etc.)
- More options for bandwidth selection (custom bandwidth matrices, AMISE
optimization, cross-validation, etc.)
- Assorted conveniences: automatically generate the mesh, limit the kernel's
support for speed

So, thoughts anyone? I figure it's better to over-specify and then
under-produce, so don't hold back.

Thanks,
Sam
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