Suggest for the kernel estimation

X-DataInitiative / tick

Module for statistical learning, with a particular emphasis on time-dependent modelling

https://x-datainitiative.github.io/tick/

BSD 3-Clause "New" or "Revised" License

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Open Lip651 opened 5 years ago

Lip651 commented 5 years ago

Perhaps estimating the kernel with the kernel density estimation could provide better results than with an histogram, either in the parametric or non parametric case, as shown in: https://www.ethz.ch/content/dam/ethz/special-interest/mtec/chair-of-entrepreneurial-risks-dam/documents/dissertation/master%20thesis/Master_Thesis_%20Morzywolek.pdf

Mbompr commented 5 years ago

Hello, Indeed this could be a good idea but we currently have no bandwidth to implement it. We welcome pull requests though :).