statsmodels.nonparametric.kernel_density.KDEMultivariateConditional.loo_likelihood¶
- KDEMultivariateConditional.loo_likelihood(bw, func=<function KDEMultivariateConditional.<lambda>>)[source]¶
Returns the leave-one-out conditional likelihood of the data.
If func is not equal to the default, what’s calculated is a function of the leave-one-out conditional likelihood.
- Parameters:¶
- bwarray_like
The bandwidth parameter(s).
- func
callable
,optional
Function to transform the likelihood values (before summing); for the log likelihood, use
func=np.log
. Default isf(x) = x
.
- Returns:¶
- L
float
The value of the leave-one-out function for the data.
- L
Notes
Similar to
KDE.loo_likelihood`, but substitute ``f(y|x)=f(x,y)/f(x)
forf(x)
.
Last update:
Dec 23, 2024