KDEMultivariate.pdf()

statsmodels.nonparametric.kernel_density.KDEMultivariate.pdf

KDEMultivariate.pdf(data_predict=None) [source]

Evaluate the probability density function.

Parameters:

Parameters:	data_predict: array_like, optional Points to evaluate at. If unspecified, the training data is used.
Returns:	pdf_est: array_like Probability density function evaluated at `data_predict`.

data_predict: array_like, optional

Points to evaluate at. If unspecified, the training data is used.

Returns:

pdf_est: array_like

Probability density function evaluated at data_predict.

The probability density is given by the generalized product kernel estimator:

$K_{h}(X_{i},X_{j}) = \prod_{s=1}^{q}h_{s}^{-1}k\left(\frac{X_{is}-X_{js}}{h_{s}}\right)$

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.nonparametric.kernel_density.KDEMultivariate.pdf.html