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Weighted kernel density estimation based on `scipy.stats.gaussian_kde`.
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@andrewfowlie
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andrewfowlie commented May 19, 2016

Very useful code. I think a

from scipy.lib.six import string_types

may be missing. Without it, setting the bw_method to a scalar (e.g. 0.1 and not scott) results in an exception.

@ColinTalbert
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ColinTalbert commented Oct 1, 2018

My hat off to you sir. Thank you for sharing this. Extremely helpful.

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