New: FastParzenWindows.jl

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Hello everyone,

I have finally managed to sufficiently polish a package so that it can hopefully be useful to others. I have now registered it with the general registry. The package can be found at:

The package implements a density estimator presented in the following paper (I am not one of the authors):

X. Wang, P. Tino, M. A. Fardal, S. Raychaudhury and A. Babul, “Fast parzen window density estimator,” 2009 International Joint Conference on Neural Networks, 2009, pp. 3267-3274.

I have found the algorithm useful enough in my own work that I have decided to package it and make it publically available. In case anyone is interested, any feedback on how to improve this would be welcome.

Many thanks, nikos

ps. Sorry for announcing the package, I didn’t notice the problem immediately. It seems that currently the latest version of the package cannot be installed. It may be due to this issue: General registry delays, and a workaround

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I always thought Parzen Window Density Estimation was a just an old fashion way of saying Kernel Density Estimation.

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The terminology is not entirely clear to me either. I just stick to the terms the authors use.