statsmodels.nonparametric.kernels_asymmetric.kernel_pdf_lognorm¶
- statsmodels.nonparametric.kernels_asymmetric.kernel_pdf_lognorm(x, sample, bw)[source]¶
Log-normal kernel for density, pdf, 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
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.