6.5.1.2.2. statsmodels.sandbox.nonparametric.densityorthopoly.DensityOrthoPoly

class statsmodels.sandbox.nonparametric.densityorthopoly.DensityOrthoPoly(polybase=None, order=5)

Univariate density estimation by orthonormal series expansion

Uses an orthonormal polynomial basis to approximate a univariate density.

currently all arguments can be given to fit, I might change it to requiring arguments in __init__ instead.

__init__(polybase=None, order=5)

6.5.1.2.2.1. Methods

__init__([polybase, order])
evaluate(xeval[, order])
fit(x[, polybase, order, limits])	estimate the orthogonal polynomial approximation to the density