[Scipy-tickets] [SciPy] #1854: scipy.stats.gaussian_kde.integrate functions are slow

SciPy Trac scipy-tickets@scipy....
Fri Mar 1 08:01:55 CST 2013


#1854: scipy.stats.gaussian_kde.integrate functions are slow
-------------------------------------------------+--------------------------
 Reporter:  itissid                              |       Owner:  rgommers   
     Type:  enhancement                          |      Status:  new        
 Priority:  normal                               |   Milestone:  Unscheduled
Component:  scipy.stats                          |     Version:  0.11.0     
 Keywords:  gaussian_kde, numerical integration  |  
-------------------------------------------------+--------------------------
Changes (by pv):

  * owner:  pv => rgommers
  * component:  scipy.special => scipy.stats


Comment:

 On my machine, ndtr(x) is ~ 10% slower than exp(x), and factor 6 slower
 than addition (or, more likely, memory bandwidth).

 AFAICS, the only way to speed this up would be to restructure the
 computation in KDE,
 which probably isn't possible either. Josef?

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1854#comment:3>
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