fgt_kde.h File Reference

This file contains an implmentation of kernel density estimation using multidimensional version of the original fast Gauss transform for a linkable library component. More...

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Classes
class	FGTKde
	A computation class for FGT based kernel density estimation. More...

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Detailed Description

This file contains an implmentation of kernel density estimation using multidimensional version of the original fast Gauss transform for a linkable library component.

This algorithm by design supports only the Gaussian kernel with the fixed-bandwidth. The optimal bandwidth cross-validation routine is not provided in this library.

For more details on mathematical derivations, please take a look at the following paper:

Article{ggstrain, Author = "L. Greengard and J. Strain", Title = "{The Fast Gauss Transform}", Journal = "SIAM Journal of Scientific and Statistical Computing", Volume = "12(1)", Year = "1991", Pages = "79-94" }

TO-DO: Extend this code to nonuniform weights, and also replace all series expansion calls with those in series expansion library.

Author:

Dongryeol Lee (dongryel)

Bug:

No known bugs.

Definition in file fgt_kde.h.