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Fixes for kde #31

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merged 2 commits into from
Apr 7, 2013
Merged

Fixes for kde #31

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2dbb525
Switch kde to use rfft, fix interlacing and integration
simonbyrne Mar 19, 2013
82b077a
fix convolution
simonbyrne Mar 20, 2013
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20 changes: 4 additions & 16 deletions src/kde.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -45,26 +45,16 @@ function kde(data::Vector, npoints::Integer)
end

# Transform to Fourier basis
ft = fft(grid)
ft = rfft(grid)

# Find transform of KDE by convolving grid with FT of kernel
# Hardcodes a Gaussian kernel
jmax = npoints2 - 1
smooth = Array(Complex{Float64}, npoints)
smooth[1] = ft[1]
rj = 0.0
for j = 1:jmax
rj = rj + 1.0
fac = exp(-fac1 * rj^2)
j1 = j + 1
j2 = j1 + npoints2
smooth[j1] = fac * ft[j1]
smooth[j2] = fac * ft[j2]
for j = 2:length(ft)
ft[j] *= exp(-fac1 * (j-1)^2)
end
smooth[npoints2 + 1] = exp(-fac1 * npoints^2) * ft[npoints2 + 1]

# Invert the Fourier transform to get the KDE
smooth = real(ifft(smooth))
smooth = irfft(ft,npoints)

# Fix any noise that crept in
for j in 1:npoints
Expand All @@ -74,7 +64,5 @@ function kde(data::Vector, npoints::Integer)
end

# Return the grid over which KDE was calculated and KDE
# TODO: Values of smooth oscillate improperly
# TODO: Values of smooth are on wrong scale
return dlo:step:(dhi - step), smooth
end