[SciPy-dev] Bandwidth selection
Wed Aug 15 14:33:23 CDT 2007
I'm slowly cleaning some code I had written a few months ago, porting SiZer to
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.
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
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