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Largely based on the existing
kdeplot
API, although currently only supporting univariate KDE estimation (unlike in the functional interface, there will be separate objects for univariate / bivariate distribution transforms).One new trick is that with
gridsize=None
, it will evaluate the KDE at the original datapoints:This will probably be more useful with a solution for #3053 so that you could have, e.g., a strip plot with color determined by density.