KPDF - 0.2
Kernel-based Probability Density
Function
Estimation.
DESCRIPTION
The module contains functions for univariate and
multivariate
density function estimation using a kernel-based approach (Silverman,
1986).
- Univariate estimators
- Epanechnikov
- Biweight
- Triangular
- Multivariate estimators (with and without
scaling
of variates
along each axis). Dimension lower or equal to three.
- Epanechnikov
- Multivariate Gaussian
There are some other utility functions which provide
simple
estimations of the optimal bandwidth parameter.
It is entirely written in C to allow a fast
execution,
mainly for two and three dimensional estimations with several points.
PREREQUISITES
To be able to use it, you will need:
- Python ;-)
If you want to be able to run the tests for
multivariate
PDFs, you will also need:
- netCDF library 3.4 or later
- Scientific Python, by Konrad Hinsen
COMPILATION
For UNIX platforms (the OLD way):
- make -f Makefile.pre.in boot
- make
- make install
should suffice. The last step will probably require
root
privileges.
Dec-2002. Michiel Jan Laurens
de Hoon, University of Tokyo,
Institute of Medical Science, has contributed a
binary Windows port of
the package and a setup.py script for the module and
a new
source distribution, which can
now be compiled by the new method "python setup.py install".
These files DO NOT hold additional testing files, so, python test.py
will NOT work unless you download the old distribution. For Windows,
the
testing of high-dimensional PDFs will not be posible unless you
also install Scientific.IO.NetCDF at your own risk (it will not be
easy, though). The fact that the test do not work does not mean that
KPDF does not work. It simply means that the regression tests can not
proceed due to the lack of access to netCDF files in this platform.
Thanks, Michiel.
Feb-2004. Michiel de Hoon,
University of Tokyo, Institute of Medical Science, Human Genome Center (http://bonsai.ims.u-tokyo.ac.jp/~mdehoon)
has contributed new installers for windows and a bugfix for the C
module, so that it currently checks that an array is being passed to
the code, instead of any other type of Python container. We have called
this the 0.2 version of the code and here are the source distribution
and the windows installers of version 0.2, kindly provided by Michiel.
The source distribution contains the files for the tests:
DOCUMENTATION
A README file in the distribution provides information
on
the parameters to the functions. For mathematical details, refer to the
original literature (Silverman, 1986). A thorough documentation in
Postscript/PDF/Latex
is under preparation.
AVAILABILITY
VERSION 0.1:
http://lcdx00.wm.lc.ehu.es/~jsaenz/KPDF/KPDF-0.1.tar.gz
Europe, source tarball including a setup.py script but not tests.
http://starship.python.net/crew/jsaenz/KPDF/KPDF-0.1.tar.gz
USA, source tarball including a setup.py script but not tests
http://lcdx00.wm.lc.ehu.es/~jsaenz/KPDF/KPDF.0.1.tar.gz
Europe (old source tarballs)
http://starship.python.net/crew/jsaenz/KPDF/KPDF.0.1.tar.gz
USA (old source tarballs)
http://lcdx00.wm.lc.ehu.es/~jsaenz/KPDF/KPDF-0.1.win32-py2.2.exe.gz
Europe, Windows installer but no tests.
http://lcdx00.wm.lc.ehu.es/~jsaenz/KPDF/KPDF-0.1.win32-py2.2.exe.gz
USA, Windows installer but no tests.
VERSION 0.2 (see above):
Any feedback from the users of the module will be
appreciated
by the author.
Jon Saenz
LICENSE
It is released under the GNU Public License.
CHANGE LOG
- 20000923 - Version 0.1: Added functions
to
create "linear" two and
three dimensional grids from NumPy arrays defining a set of coordinates
along each of the two or three dimensional spaces in a single call.
This
avoids the need to use complicated calls to map(), concatenate() and
repeat()
plus the definition of some lambda expressions to use inside this
calls.
Rest of code untouched. See documentation for details.
- 20040223 -
Version 0.2: New installers for Python 2.1-Python 2.3. A new
check added to the C code to verify that it is receiving proper Numeric
arrays. Bug fix provided by Michiel de Hoon, University
of Tokyo, Institute of Medical Science, Human Genome Center.
REFERENCES
B. W. Silverman (1986) Density Estimation for
Statistics
and Data Analysis, 1st edition, Chapman and Hall, London, 175 pages.