I am trying to use a Epanechnikov kernel density estimator in KernelDensity.jl. Surprisingly, this is not implemented, but it should be possible to accomplish by extending the function kernel_dist. I have been unable to match the results from R. It is not clear to me whether this is because I exten…

For small sample, implementation differences may create significant deviations. For example by fixing the bandwidth, grid points and interpolation, you can get pretty similar results: using KernelDensity,Distributions,Interpolations import KernelDensity: kernel_dist kernel_dist(::Type{Epanechnikov…

Epanechnikov kernel density

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Christopher_Fisher May 3, 2019, 10:15pm 4

Thanks. I had a suspicion that there were implementation differences lurking somewhere.

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Epanechnikov kernel density

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