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scipy.stats.gaussian_kde

class scipy.stats.gaussian_kde(dataset)

Representation of a kernel-density estimate using Gaussian kernels.

Parameters:

dataset : (# of dims, # of data)-array

datapoints to estimate from

Methods:

kde.evaluate(points) : array

evaluate the estimated pdf on a provided set of points

kde(points) : array

same as kde.evaluate(points)

kde.integrate_gaussian(mean, cov) : float

multiply pdf with a specified Gaussian and integrate over the whole domain

kde.integrate_box_1d(low, high) : float

integrate pdf (1D only) between two bounds

kde.integrate_box(low_bounds, high_bounds) : float

integrate pdf over a rectangular space between low_bounds and high_bounds

kde.integrate_kde(other_kde) : float

integrate two kernel density estimates multiplied together