https://github.com/joshday/averageshiftedhistograms.jl

⚡ Lightning fast density estimation in Julia ⚡
https://github.com/joshday/averageshiftedhistograms.jl

big-data density-estimation julia kernel-density-estimation online-algorithms

Last synced: about 2 months ago
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⚡ Lightning fast density estimation in Julia ⚡

• Host: GitHub
• URL: https://github.com/joshday/averageshiftedhistograms.jl
• Owner: joshday
• License: other
• Created: 2015-02-19T13:27:14.000Z (almost 10 years ago)
• Default Branch: master
• Last Pushed: 2023-11-01T14:05:25.000Z (about 1 year ago)
• Last Synced: 2024-10-12T14:50:55.651Z (2 months ago)
• Topics: big-data, density-estimation, julia, kernel-density-estimation, online-algorithms
• Language: Julia
• Homepage: https://joshday.github.io/AverageShiftedHistograms.jl/latest/
• Size: 10.9 MB
• Stars: 73
• Watchers: 5
• Forks: 10
• Open Issues: 3
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

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README

        
| Docs | Build | Test |

|------|-------|------|

| [![](https://img.shields.io/badge/docs-stable-blue.svg)](https://joshday.github.io/AverageShiftedHistograms.jl/stable) [![](https://img.shields.io/badge/docs-latest-blue.svg)](https://joshday.github.io/AverageShiftedHistograms.jl/latest) | [![CI](https://github.com/joshday/AverageShiftedHistograms.jl/actions/workflows/CI.yml/badge.svg)](https://github.com/joshday/AverageShiftedHistograms.jl/actions/workflows/CI.yml) | [![codecov.io](http://codecov.io/github/joshday/AverageShiftedHistograms.jl/coverage.svg?branch=master)](http://codecov.io/github/joshday/AverageShiftedHistograms.jl?branch=master)



  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:

```julia

import Pkg

Pkg.add("AverageShiftedHistograms")

using AverageShiftedHistograms

ash(randn(10^6))

```