kde1d is a header-only C++ library for univariate kernel density estimation based on Eigen.
Highlights:
- It implements a univariate kernel density estimator that can handle bounded and discrete data.
- It provides classical kernel density as well as log-linear and log-quadratic methods.
For mode details on univariate local polynomial kernel density estimators that can handle bounded and discrete data, see Geenens (2014) arXiv:1303.4121, Geenens and Wang (2018) arXiv:1602.04862, Nagler (2018a) arXiv:1704.07457, Nagler (2018b) arXiv:1705.05431.
The library also has an interface for R.
If you have any questions regarding the library, feel free to open an issue or send a mail to info@vinecopulib.org.
For documentation of the library's functionality and
instructions how to use it, check out our
website or the docs/ folder
in this repository.