scipy.stats.gaussian_kde.integrate_gaussian

gaussian_kde.integrate_gaussian(mean, cov)

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

Parameters :

mean : vector

the mean of the Gaussian

cov : matrix

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. :