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COMBINE-lab/kde-rs

kde-rs

An implementation of a simple, restricted 2D kernel density estimator in Rust. The kde-rs library is developed for a specific use-case, and while we may consider generalizing it in the future, that is not a current focus.

Currently, the main restrictions are:

  • only 2D estimation is supported
  • only integer sample points --- (x, y) pairs are integers --- are supported (but they can be weighted)
  • the symmetric Gaussian kernel is the only one currently implemented

However, subject to these constraints, kde-rs strives to be easy to use, and performant.