6.5.1.2.3. statsmodels.sandbox.nonparametric.densityorthopoly.F2Poly

class statsmodels.sandbox.nonparametric.densityorthopoly.F2Poly(order)

Orthogonal (for weight=1) Fourier Polynomial on [0,pi]

is orthogonal but first component doesn’t square-integrate to 1 final result seems to need a correction factor of sqrt(pi) _corfactor = sqrt(pi) from integrating the density

Parameterization on [0, pi] from

Peter Hall, Cross-Validation and the Smoothing of Orthogonal Series Density Estimators, JOURNAL OF MULTIVARIATE ANALYSIS 21, 189-206 (1987)

__init__(order)

6.5.1.2.3.1. Methods

__init__(order)