[SciPy-Dev] gaussian_kde changes - review request

[josef.pktd at gmail.com]

On Sat, Dec 31, 2011 at 5:50 AM, Ralf Gommers
<ralf.gommers at googlemail.com> wrote:
>
>
> On Sat, Dec 31, 2011 at 11:44 AM, Robert Kern <robert.kern at gmail.com> wrote:
>>
>> 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
>>
> Thanks.

I'm attaching an example here because it's the fastest way for me to
post a script.

subclassing current gaussian_kde without calling any underlined,
private method.
I think subclassing this way is ruled out by current PR.

This is just a simple case that doesn't try to update the bandwidth.

Josef


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