statsmodels.nonparametric.kernel_density.KDEMultivariate.pdf¶
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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 – Probability density function evaluated at data_predict. Return type: array_like Notes
The probability density is given by the generalized product kernel estimator:
Kh(Xi,Xj)=q∏s=1h−1sk(Xis−Xjshs)