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statsmodels.nonparametric.kernel_density.KDEMultivariate.pdf

KDEMultivariate.pdf(data_predict=None)[source]

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: array_like :

Probability density function evaluated at data_predict.

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)

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