hi, it's a really a fast and robust script. I have a question about what the time complexity (in terms of data size n) is, namely O(n) or O(n^2)? Could someone provide some time complexity analysis ? Great thanks~
Hi Steven. It is the integral of the pdf function should be 1. So if your x-interval is very small, then the y-value of the pdf function could be larger than 1. E.g. A uniform distribution on x=[0,0.01]. Then y need to be 100 to make the integral 1.
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26 Jul 2012
Kernel Density Estimator
Reliable and extremely fast kernel density estimator for one-dimensional data
I am using Botev tools and do not understand why the density function has values greater than one. I am knew to KDE and don't understand this yet. I figue a density function is suppose to add up to 1 when you integrate it?
Thanks,
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05 Jun 2012
Kernel Density Estimator
Reliable and extremely fast kernel density estimator for one-dimensional data
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