[SciPy-User] Weighted kernel density estimate?

[Nathaniel Smith]

Hey all,

I have a probability distribution represented as a set of weighted
samples. I'd like to visualize it. Right now I'm using the weights=
argument to np.histogram2d to do this, which is nice. What would be
even nicer, though, would be if I could use a KDE instead of
histogram. But the Python KDE routines I've found in a quick google
(like, scipy.stats.kde) don't seem to have any sort of weights
argument. Any suggestions?

-n