scipy.stats.gaussian_kde.integrate_gaussian¶
-
gaussian_kde.integrate_gaussian(self, 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.