Add regression tests for issue #60.

Author: JLTastet

test/interp.jl

@@ -9,3 +9,17 @@ k = kde(X)
 
 k = kde((X,Y))
 @test pdf(k, k.x, k.y) ≈ k.density
+
+# Try to evaluate the KDE outside the interpolation domain
+# The KDE is allowed to be zero, but it should not be greater than the exact solution
+k = kde([0.0], bandwidth=1.0)
+@test pdf(k, k.x) ≈ k.density
+@test pdf(k, -10.0) ≤ pdf(Normal(), -10.0)
+@test pdf(k, +10.0) ≤ pdf(Normal(), +10.0)
+
+k = kde(([0.0],[0.0]), bandwidth=(1.0, 1.0))
+@test pdf(k, k.x, k.y) ≈ k.density
+@test pdf(k, -10.0, 0.0) ≤ pdf(MvNormal(2, 1.0), [-10.0, 0.0])
+@test pdf(k, +10.0, 0.0) ≤ pdf(MvNormal(2, 1.0), [+10.0, 0.0])
+@test pdf(k, 0.0, -10.0) ≤ pdf(MvNormal(2, 1.0), [0.0, -10.0])
+@test pdf(k, 0.0, +10.0) ≤ pdf(MvNormal(2, 1.0), [0.0, +10.0])