statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_lognorm

statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_lognorm(x, sample, bw)

Log-normal kernel for cumulative distribution, cdf, estimation.

Parameters:

xarray_like, float

Points for which density is evaluated. x can be scalar or 1-dim.

samplendarray, 1-d

Sample from which kde is computed.

bwfloat

Bandwidth parameter, there is currently no default value for it.

Returns:

Components for kernel estimation

Notes

Warning: parameterization of bandwidth will likely be changed

References

[1]

Jin, Xiaodong, and Janusz Kawczak. 2003. “Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data.” Annals of Economics and Finance 4: 103–24.