statsmodels.nonparametric.kernel_density.KDEMultivariate.pdf¶
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KDEMultivariate.pdf(data_predict=None)[source]¶ Evaluate the probability density function.
- Parameters
- data_predictarray_like,
optional Points to evaluate at. If unspecified, the training data is used.
- data_predictarray_like,
- Returns
- pdf_estarray_like
Probability density function evaluated at data_predict.
Notes
The probability density is given by the generalized product kernel estimator:
\[K_{h}(X_{i},X_{j}) = \prod_{s=1}^{q}h_{s}^{-1}k\left(\frac{X_{is}-X_{js}}{h_{s}}\right)\]