Crate kernel_density_estimation
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Kernel density estimation in Rust.
Kernel density estimation (KDE) is a non-parametric method to estimate the probability density function of a random variable by taking the summation of kernel functions centered on each data point. This crate serves three major purposes based on this idea:
- Evaluate the probability density function of a random variable.
- Evaluate the cumulative distribution function of a random variable.
- Sample data points from the probability density function.
An excellent technical description of the method is available here1.
García-Portugués, E. (2022). Notes for Nonparametric Statistics. Version 6.5.9. ISBN 978-84-09-29537-1. ↩
Modules§
- Bandwidth selection strategies.
- Float constraints for generic math.
- Kernel functions.
use kernel_density_estimation::prelude::*;
to import all common functionality.