[SciPy-dev] Bandwidth selection

Pierre GM pgmdevlist@gmail....
Wed Aug 15 14:33:23 CDT 2007


All,
I'm slowly cleaning some code I had written a few months ago, porting SiZer to 
python.
<educational break>
SiZer, or Significant Zero crossing, is a graphical tool to estimate what 
features in a distribution are significant. It is based on gaussian kernel 
smoothing at different bandwidths: depending on the first derivative of the 
smooth, features are judged significant or not at a given confidence level.
</educational break>

The initial code was written in Matlab w/ pieces of Fortran, and I received 
the permission from the main author to port it to scipy and release it as 
BSD. The package introduces some gaussian-kernel smoothing functions, as well 
as some automatic bandwidth selectors. In a first step, I want to limit 
myself to 1D datasets, w/ gaussian kernels.

* What has already been done in scipy concerning bandwith selectors ? There's 
a scipy.stats.kde, but the documentation is scarce...

* What would be the best way to release the code ? Scikit ?

Thanks a lot in advance for your inputs
P.


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