[SciPy-Dev] gaussian_kde changes - review request

[Robert Kern]

On Sat, Dec 31, 2011 at 10:36, Ralf Gommers <ralf.gommers at googlemail.com> wrote:
>
> On Fri, Dec 30, 2011 at 8:27 PM, Robert Kern <robert.kern at gmail.com> wrote:
>>
>> On Fri, Dec 30, 2011 at 18:54, Ralf Gommers <ralf.gommers at googlemail.com>
>> wrote:
>> > Hi all,
>> >
>> > At https://github.com/scipy/scipy/pull/123 I've submitted some changes
>> > to
>> > stats.gaussian_kde. Since it turned out to be relatively tricky to not
>> > break
>> > subclasses that can be found in various places (ML attachments,
>> > StackOverflow, etc.), I'm asking for a review here. Especially if you do
>> > have code that subclasses it, please try these changes.
>> >
>> > I've also written a tutorial that can be added to the docs,
>> > comments/additions welcome: https://gist.github.com/1534517
>>
>> +1 for both.
>
>
> As the original author, do you have a specific reference on which the
> implementation was based? The references I added didn't really address the
> multivariate case.

I don't exactly know what I was looking at at the time, but here is a
reference that reproduces the formulae. Go down to Section 3.6.2.1.

http://fedc.wiwi.hu-berlin.de/xplore/ebooks/html/spm/spmhtmlnode18.html

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco