0
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1answer
123 views

Is there a library that implements a fast maximum rank correlation estimator?

I'm looking for an implementation of a fast maximum rank correlation (MRC) estimator. This will be applied to large-ish sparse matrices (~100,000 by 10,000) in a text-mining application. I'm working ...
2
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1answer
437 views

Kernel density estimate takes values larger than 1

I am using scipy.stats.gaussian_kde to estimate a pdf for some data. The problem is that the resulting pdf takes values larger than 1. As far as I understand, this ...