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AverageShiftedHistograms.jl
⚡ Lightning fast density estimation in Julia ⚡
An Averaged Shifted Histogram (ASH) is essentially Kernel Density Estimation over a fine-partition histogram. ASH uses constant memory, can be constructed on-line via O(nbins) updates, and lets you estimate densities for arbitrarily big data.
Quickstart:
import Pkg
Pkg.add("AverageShiftedHistograms")
using AverageShiftedHistograms
ash(randn(10^6))