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KDEUnivariate with weights #823
What should evaluate do in the case of weighted KDE?
Compare this to
Non-optional weights argument to evaluate, etc.?
I think this is a bug in evaluate that it doesn't take weights
The way I understand the code after browsing a bit:
fit() sets the bandwidth (without taking weights into account)
evaluate() just calls the kernel which has bandwidth from fit() and
I didn't look at weighted KDE, however, I think we can interpret
In the 0-1 case above, observations with weights zero, would be
to support it with fft we would just need to adjust the weights/counts at the grid points, I think
KDEUnivariate has the weights argument, but it's not listed under
should be considered a bug.