statsmodels.nonparametric.kernel_density.KDEMultivariate.pdf
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KDEMultivariate.pdf(data_predict=None)
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Evaluate the probability density function.
Parameters: data_predict (array_like, optional) – Points to evaluate at. If unspecified, the training data is used. Returns: pdf_est – Probability density function evaluated at data_predict
.Return type: array_like Notes
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