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Using bandwidth matrices for bivariate FFTKDE #157

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Kaiyangshi-Ito opened this issue Oct 30, 2023 · 1 comment
Open

Using bandwidth matrices for bivariate FFTKDE #157

Kaiyangshi-Ito opened this issue Oct 30, 2023 · 1 comment
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@Kaiyangshi-Ito
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Kaiyangshi-Ito commented Oct 30, 2023

Hi, I wonder if it's possible to use a user-specified bandwidth matrix for bivariate FFTKDE? Is it easy to modify the code to achieve this? Thanks.

Edit: I should introduce this paper on FFTKDE for non-diagonal bandwidth matrices:

https://www.tandfonline.com/doi/full/10.1080/10618600.2016.1182918

or the open access version:

https://arxiv.org/abs/1508.02766

@tommyod
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tommyod commented Oct 31, 2023

It's not possible today. It's probably not easy, but not very hard either if the paper is clear and good. It will require refactoring parts of the library to extend current functionality. Perhaps a new class is the way to go.

Thanks for the link to the paper, I was not aware of it.

I won't investigate this myself, but I will accept a pull request for this if the resulting code is clean and good.

@tommyod tommyod added the help wanted Extra attention is needed label Oct 31, 2023
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