Kernel densties

kd.js

function kernelDensityEstimator(kernel:{(x:number):number}, X:number[]) {
  return function(V:number[]) {
    return X.map(function(x) {
      return [x, d3.d3.mean(V, function(v:number) { return kernel(x - v); })];
    });
  };
}

function kernelEpanechnikov(k:number): {(x:number):number}{
  return function(v:number):number {
    return Math.abs(v /= k) <= 1 ? 0.75 * (1 - v * v) / k : 0;
  };
}

function cumulativeKernelEpanechnikov(k:number): {(x:number):number} {
  return function(v:number):number {
    return Math.abs(v /= k) <= 1 ? 0.5 * (1 + v * v * v) / k : (v < 0 ? 0 : 1);
  };
}