1 files changed, 41 insertions, 0 deletions
diff --git a/src/kde.rs b/src/kde.rs
new file mode 100755
index 0000000..8812142
--- /dev/null
+++ b/src/kde.rs
@@ -0,0 +1,41 @@
+use crate::stats::univariate::kde::kernel::Gaussian;
+use crate::stats::univariate::kde::{Bandwidth, Kde};
+use crate::stats::univariate::Sample;
+
+pub fn sweep(
+    sample: &Sample<f64>,
+    npoints: usize,
+    range: Option<(f64, f64)>,
+) -> (Box<[f64]>, Box<[f64]>) {
+    let (xs, ys, _) = sweep_and_estimate(sample, npoints, range, sample[0]);
+    (xs, ys)
+}
+
+pub fn sweep_and_estimate(
+    sample: &Sample<f64>,
+    npoints: usize,
+    range: Option<(f64, f64)>,
+    point_to_estimate: f64,
+) -> (Box<[f64]>, Box<[f64]>, f64) {
+    let x_min = sample.min();
+    let x_max = sample.max();
+
+    let kde = Kde::new(sample, Gaussian, Bandwidth::Silverman);
+    let h = kde.bandwidth();
+
+    let (start, end) = match range {
+        Some((start, end)) => (start, end),
+        None => (x_min - 3. * h, x_max + 3. * h),
+    };
+
+    let mut xs: Vec<f64> = Vec::with_capacity(npoints);
+    let step_size = (end - start) / (npoints - 1) as f64;
+    for n in 0..npoints {
+        xs.push(start + (step_size * n as f64));
+    }
+
+    let ys = kde.map(&xs);
+    let point_estimate = kde.estimate(point_to_estimate);
+
+    (xs.into_boxed_slice(), ys, point_estimate)
+}