I am trying to use Kernel Density Evaluation (KDE) to calculate pdf points of d-dimension sample data. I read the wiki page in which they cite the libAGF library . However, there are no examples or tutorials on this site. I don’t want to write the code myself, since I’m sure that the library will be more optimized (perhaps using the nearest neighbor search to speed up the evaluation).
Does anyone know of any library that implements this functionality?
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