Helping functions

Kernels function

JumpDiff.kernels.kernel(kernel_func)

Transforms a kernel function into a scaled kernel function (for a certain bandwidth bw).

Currently implemented kernels are:

Epanechnikov, Gaussian, Uniform, Triangular, Quartic.

For a good overview of various kernels see https://en.wikipedia.org/wiki/Kernel_(statistics)

JumpDiff.kernels.volume_unit_ball(dims: int) → float

Returns the volume of a unit ball in dimensions dims.

JumpDiff.kernels.epanechnikov(x: numpy.ndarray, dims: int) → numpy.ndarray

The Epanechnikov kernel in dimensions dims.

JumpDiff.kernels.gaussian(x: numpy.ndarray, dims: int) → numpy.ndarray

Gaussian kernel in dimensions dims.

JumpDiff.kernels.uniform(x: numpy.ndarray, dims: int) → numpy.ndarray

Uniform, or rectangular kernel in dimensions dims

JumpDiff.kernels.triagular(x: numpy.ndarray, dims: int) → numpy.ndarray

Triagular kernel in dimensions dims

JumpDiff.kernels.quartic(x: numpy.ndarray, dims: int) → numpy.ndarray

Quartic, or biweight kernel in dimensions dims