Crate kders

The kde-rs crate provides an implementation of a 2D kernel density estimator for a restricted set of situations. It focuses on being easy to use, and on being efficient in the scenario for which it has been designed.

Example

use kders::{kde, kde::GridDimensions};
use rand::prelude::*;
use rand::{distributions::Uniform, Rng};

// create a grid on the range [0, 100]x[0, 100] with bins
// of width 5 and a kernel bandwidth of 2.
let mut rng = rand::thread_rng();
let die = Uniform::from(10.0..100.);
let mut g = kde::KDEGrid::new(GridDimensions{ width: 100, height: 100 }, 5, Some(2.0));

// add 100 random observations
for _i in 0..100 {
    let x: f64 = die.sample(&mut rng);
    let y: f64 = die.sample(&mut rng);
    g.add_observation(x as usize, y as usize, rng.gen())
}
// obtain the density grid on which we'll evaluate our queries

let density = g.get_kde().unwrap();
// lookup the density at some points
let a = density[(10_usize, 10_usize)];
let b = density[(10_usize, 25_usize)];
let c = density[(68_usize, 5_usize)];
let d = density[(79_usize, 10_usize)];

Modules

kde

The top-level module for the simple 2D KDE crate. This crate (currently) makes many simplifying assumptions.