For density estimation, I know that there are various kernel density estimation packages (KernelDensity.jl, KernelDensityEstimate.jl, KernelEstimator.jl), but I wonder if there are any spline-based packages? The goal here is to find a package that can:
- produce decent density estimates, which are well-behaved at the edges of bounds
- is fast for thousands / tens of thousands of samples.
For example, there is a nice plospline package for R which has the
logspline function, which is fast and well-behaved at boundaries.
Does anyone know of any such spline based density estimation packages? Or any other suggestions?