KDEMultivariateConditional.pdf()

statsmodels.nonparametric.kernel_density.KDEMultivariateConditional.pdf

KDEMultivariateConditional.pdf(endog_predict=None, exog_predict=None) [source]

Evaluate the probability density function.

Parameters:	endog_predict: array_like, optional Evaluation data for the dependent variables. If unspecified, the training data is used. exog_predict: array_like, optional Evaluation data for the independent variables.
Returns:	pdf: array_like The value of the probability density at endog_predict and exog_predict.

Notes

The formula for the conditional probability density is:

with

where is the appropriate kernel for each variable.