JuliaStats/Distributions.jl — pull request #27 by vtjnash (2013-03-08 06:37:40+00:00)
Title: RFC: kernel density estimation function

It was suggested in https://github.com/JuliaLang/julia/issues/2335 that KDE was better than hist, so I wanted to see for myself. Let me know if you think there's a better repository for this (Stats?). I put it here because it requires pdf(Distributions.Normal)

I think this implementation is correct, but I only know of KDE from wikipedia, so there could be errors.