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
meanaray_like

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

covarray_like

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

Returns
resultscalar

The value of the integral.

Raises
ValueError

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

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