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AverageShiftedHistograms

Lightning fast density estimation in Julia.

An Averaged Shifted Histogram (ASH) is essentially Kernel Density Estimation over a fine-partition histogram. ASH only requires constant memory and can be constructed on-line, allowing you to estimate distributions for arbitrarily big data.

Quickstart:

import Pkg

Pkg.add("AverageShiftedHistograms")

using AverageShiftedHistograms

ash(randn(10^6))

Averageshiftedhistograms.jl

ASH density estimation in pure Julia

Averageshiftedhistograms.jl Info

⭐ Stars 37
🔗 Homepage joshday.github.io
🔗 Source Code github.com
🕒 Last Update a year ago
🕒 Created 7 years ago
🐞 Open Issues 2
➗ Star-Issue Ratio 19
😎 Author joshday