SciPy

scipy.stats.gaussian_kde.integrate_box

gaussian_kde.integrate_box(low_bounds, high_bounds, maxpts=None)[source]

Computes the integral of a pdf over a rectangular interval.

Parameters :

low_bounds : array_like

A 1-D array containing the lower bounds of integration.

high_bounds : array_like

A 1-D array containing the upper bounds of integration.

maxpts : int, optional

The maximum number of points to use for integration.

Returns :

value : scalar

The result of the integral.