statsmodels.nonparametric.kde.KDEUnivariate.fit¶
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KDEUnivariate.
fit
(kernel='gau', bw='normal_reference', fft=True, weights=None, gridsize=None, adjust=1, cut=3, clip=(-inf, inf))[source]¶ Attach the density estimate to the KDEUnivariate class.
Parameters: kernel : str
The Kernel to be used. Choices are:
- “biw” for biweight
- “cos” for cosine
- “epa” for Epanechnikov
- “gau” for Gaussian.
- “tri” for triangular
- “triw” for triweight
- “uni” for uniform
bw : str, float
The bandwidth to use. Choices are:
- “scott” - 1.059 * A * nobs ** (-1/5.), where A is min(std(X),IQR/1.34)
- “silverman” - .9 * A * nobs ** (-1/5.), where A is min(std(X),IQR/1.34)
- “normal_reference” - C * A * nobs ** (-1/5.), where C is calculated from the kernel. Equivalent (up to 2 dp) to the “scott” bandwidth for gaussian kernels. See bandwidths.py
- If a float is given, it is the bandwidth.
fft : bool
Whether or not to use FFT. FFT implementation is more computationally efficient. However, only the Gaussian kernel is implemented. If FFT is False, then a ‘nobs’ x ‘gridsize’ intermediate array is created.
gridsize : int
If gridsize is None, max(len(X), 50) is used.
cut : float
Defines the length of the grid past the lowest and highest values of X so that the kernel goes to zero. The end points are -/+ cut*bw*{min(X) or max(X)}
adjust : float
An adjustment factor for the bw. Bandwidth becomes bw * adjust.