KDEpy.FFTKDE not to being normalised for multivariate variables

[tommyod]

In the following line:

active_particles/mkde.py

Line 319 in b065544

NOTE: The probability density function returned by KDEpy.FFTKDE seems

It states that:

NOTE: The probability density function returned by KDEpy.FFTKDE seems not to be normalised for multivariate variables, this function should thus be considered with extra care.

I wrote the KDEpy library, and if you remember an instance where the output would not correctly normalized I would very much appreciate it. It should be normalized, so if you experienced something else then there's a bug.

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By the way, in this line you are not accomplishing having bandwidth that is dependent on the data point. Scaling the x values, computing the KDE and scaling back does not change the bandwidth. Your experience with the output not being normalized might be because of this.

Good luck with the research!