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JuliaStats / KernelDensity.jl

Kernel density estimators for Julia
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Multivariate KDE support #98

Closed pizhn closed 3 years ago

pizhn commented 3 years ago

Is it possible to support KDE with dim>2?

pizhn commented 3 years ago

I'm not sure if there is any paper related to this, but if referring to the multivariate KDE implementation in statsmodels, the multivariate KDE equals to the production of KDEs in all dimension. I found that useful (at least for me).