[SciPy-Dev] Expanding Scipy's KDE functionality

[Sturla Molden]

On 24.01.2013 20:13, josef.pktd@gmail.com wrote:

> Besides the boundary problem in bounded domains, there is also the
> problem with unbounded domains, that the tails might not be well
> captured by a kde, especially with heavier tails.

We can easily correct the boundary effect by calculating the gain of the 
KDE. Just use the kernel to low-pass filter a signal (or image) that is 
1 within the boundaries and 0 outside. Then divide the KDE by this gain 
estimator. It usually needs some regularization to avoid instability 
very close to the edges.

Sturla