statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_invgamma¶
- statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_invgamma(x, sample, bw)[source]¶
Inverse gamma kernel for cumulative distribution, cdf, estimation.
- Parameters:
- xarray_like,
float Points for which density is evaluated.
xcan be scalar or 1-dim.- sample
ndarray, 1-d Sample from which kde is computed.
- bw
float Bandwidth parameter, there is currently no default value for it.
- xarray_like,
- Returns:
Componentsforkernelestimation
References
[1]Micheaux, Pierre Lafaye de, and Frédéric Ouimet. 2020. “A Study of Seven Asymmetric Kernels for the Estimation of Cumulative Distribution Functions,” November. https://arxiv.org/abs/2011.14893v1.