[SciPy-user] kernel density estimation in scipy?

[Anne Archibald]

On 28/08/07, massimo sandal <massimo.sandal at unibo.it> wrote:
> Hi,
>
> Just a little suggestion. I recently found this package (
> http://bonsai.ims.u-tokyo.ac.jp/~mdehoon/software/python/Statistics/ )
> that allows, among other things, for easy kernel density estimation of a
> data set.
>
> The software works nicely, but it doesn't seem very well maintained (it
> says it has not been checked with NumPy, for example). Does a similar
> functionality exist on SciPy? If not, why not considering including it
> in scipy? Are there other KDE and related statistical packages for Python?

There is scipy.stats.gaussian_kde, which does gaussian kernel density
estimation in arbitrary dimensions, including bandwidth estimation. I
think it is not extensively used, so it may be kind of rough around
the edges, but it does exist.

Anne