SciPy

scipy.stats.gaussian_kde.integrate_gaussian

gaussian_kde.integrate_gaussian(mean, cov)[source]

Multiply estimated density by a multivariate Gaussian and integrate over the whole space.

Parameters :

mean : aray_like

A 1-D array, specifying the mean of the Gaussian.

cov : array_like

A 2-D array, specifying the covariance matrix of the Gaussian.

Returns :

result : scalar

The value of the integral.

Raises :

ValueError : :

If the mean or covariance of the input Gaussian differs from the KDE’s dimensionality.