old_contents: from scipy import stats
  import numpy as np
  from statsmodels.sandbox.distributions.mixture_rvs import mixture_rvs
  from statsmodels.nonparametric.kde import (kdensity, kdensityfft)
  import matplotlib.pyplot as plt
  
  np.random.seed(12345)
  obs_dist = mixture_rvs([.25,.75], size=10000, dist=[stats.norm, stats.norm],
                  kwargs = (dict(loc=-1,scale=.5),dict(loc=1,scale=.5)))
  #.. obs_dist = mixture_rvs([.25,.75], size=10000, dist=[stats.norm, stats.beta],
  #..            kwargs = (dict(loc=-1,scale=.5),dict(loc=1,scale=1,args=(1,.5))))
  
  
  f_hat, grid, bw = kdensityfft(obs_dist, kernel="gauss", bw="scott")
  
  # Check the plot
  
  plt.figure()
  plt.hist(obs_dist, bins=50, normed=True, color='red')
  plt.plot(grid, f_hat, lw=2, color='black')
  plt.show()
  
  # do some timings
  # get bw first because they're not streamlined
  from statsmodels.nonparametric import bandwidths
  bw = bandwidths.bw_scott(obs_dist)
  
  #.. timeit kdensity(obs_dist, kernel="gauss", bw=bw, gridsize=2**10)
  #.. timeit kdensityfft(obs_dist, kernel="gauss", bw=bw, gridsize=2**10)
  
new_contents: from scipy import stats
  import numpy as np
  from statsmodels.distributions.mixture_rvs import mixture_rvs
  from statsmodels.nonparametric.kde import (kdensity, kdensityfft)
  import matplotlib.pyplot as plt
  
  np.random.seed(12345)
  obs_dist = mixture_rvs([.25,.75], size=10000, dist=[stats.norm, stats.norm],
                  kwargs = (dict(loc=-1,scale=.5),dict(loc=1,scale=.5)))
  #.. obs_dist = mixture_rvs([.25,.75], size=10000, dist=[stats.norm, stats.beta],
  #..            kwargs = (dict(loc=-1,scale=.5),dict(loc=1,scale=1,args=(1,.5))))
  
  
  f_hat, grid, bw = kdensityfft(obs_dist, kernel="gauss", bw="scott")
  
  # Check the plot
  
  plt.figure()
  plt.hist(obs_dist, bins=50, normed=True, color='red')
  plt.plot(grid, f_hat, lw=2, color='black')
  plt.show()
  
  # do some timings
  # get bw first because they're not streamlined
  from statsmodels.nonparametric import bandwidths
  bw = bandwidths.bw_scott(obs_dist)
  
  #.. timeit kdensity(obs_dist, kernel="gauss", bw=bw, gridsize=2**10)
  #.. timeit kdensityfft(obs_dist, kernel="gauss", bw=bw, gridsize=2**10)
  
subject: Update import path in example