Question about developing a new function for SciPy (Sheather-Jones)

I have the issue opened up here (https://github.com/scipy/scipy/issues/19330), and I was told that it would make sense to try and submit my interest here first on the mailing list. In summary, I'm looking to have this particular kernel density estimation (KDE) method included in SciPy. In R, it can be found in a handful of libraries, but in Python there isn't one (only an "improved" version which I don't know many details about). It's supposedly the best and go-to method for choosing a KDE for histograms, but it's sad to see the lack of implementation for it (probably due to the heavier calculation required). I think it would be good to at least have the option, so that it can be used for things like matplotlib.
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