Calculates KDE for a set of points exactly, rather than an approximation as per the density() core function.
exact.kde(x, bw, output.domain = x, na.rm = FALSE)The exact kernel density estimate as a density object,
compatible with R's density function.
A numeric vector of values
The bandwidth to use - either a single value, or a vector of
values the same length as x if using adaptive bandwidth estimation
(with each value giving the bandwidth at the corresponding data point).
The domain of values over which to estimate the
density. Defaults to x. To use the same domain of x values
as R's density, set to NULL.
Remove missing values if TRUE
Alexander Lyulph Robert Lubbock, Ian Overton
Only tractable for around 10,000 data points or less - otherwise consider using the density() core function for a close approximation.
The density() core function approximation is normally a very good approximation, but some small values close to zero may become zero rather than just very small. This makes it less suitable for mutual information estimation.