cpp-kde-fscr | C++ Kernel Density Estimation Library - From Scratch

cpp-kde-fscr is a header-only C++ library of Kernel Density Estimation (KDE) functions created without any dependencies. This library is created From Scratch (fscr), literally.

In addition to provide a C++ library without dependencies, the fscr libraries are my attemp to make an easy-to-learn libraries for people who want to learn, especially, Kernel Density Estimation (KDE) code implementation from scratch.

Features:

• A header-only library of KDE functions with easily changeable kernel
• Written in C++11 format, and is C++11/14/17 compatible
• Released under a permissive, MIT license

Kernels

Available kernels (wikipedia):

• Gaussian / Normal (default)
• Boxcar / Uniform
• Triangular
• Epachenikov / Parabolic
• Quartic / Biweight
• Triweight
• Tricube
• Cosine
• Logistic
• Sigmoid function

Bandwith Selection Algorithms

• Scott
• Silvermann
• Custom (user input)

Installation

Simply add the repository as the git submodule and/or add the header files to your project using:

#include "cpp-kde-fscr/kde-fscr.hpp"

Don't forget to add the installation directory into your include path

CMake

Or, You can install the library from source using CMake.

# clone cpp-kde-fscr from GitHub
git clone https://github.com/ikraduya/cpp-kde-fscr

# create build folder and specify installation location
cd cpp-kde-fscr
cmake -S . -B build -DCMAKE_INSTALL_PREFIX=/cpp-kde-fscr/installation/location

# install
cmake --install build

# Build tests (optional)
cmake -S . -B build_tests -DBUILD_TESTS=1
cmake --build build_tests --target tests
cd build_tests && ctest

For example, /cpp-kde-fscr/installation/location could be /usr/local.

If DCMAKE_INSTALL_PREFIX is not provided, the default installation location for linux would be /usr/local.

Example Usage with CMake

You can see at example_project/ directory on how to use it in your project.

Author

Ikraduya Edian

License

MIT