[SciPy-Dev] Expanding Scipy's KDE functionality

[Daniel Smith]

Hello,

I've updated the github repository with some new code:

https://github.com/Daniel-B-Smith/KDE-for-SciPy

I added a data generating process class and subclassed it with the
examples from the Botev, Grotowski, and Kroese paper. I could have
subclassed scipy's rv_continuous, but I thought that class was a lot
bigger and bulkier than we need. The script test_plots.py produces a
bunch of pdf's that show how well the KDE estimate aligns with the
probability distribution function. Next, I will write some code to
compare the square error of the new method with the square error from
SciPy's current implementation.

Finally, I am still planning on writing some Cython code to calculate
the derivative using a minimal number of Fourier basis vectors.

Thanks,
Daniel