3.8.3. statsmodels.nonparametric.kde¶
Univariate Kernel Density Estimators
3.8.3.1. References¶
- Racine, Jeff. (2008) “Nonparametric Econometrics: A Primer,” Foundation and
- Trends in Econometrics: Vol 3: No 1, pp1-88. http://dx.doi.org/10.1561/0800000009
http://en.wikipedia.org/wiki/Kernel_%28statistics%29
Silverman, B.W. Density Estimation for Statistics and Data Analysis.
3.8.3.2. Functions¶
counts(x, v) |
Counts the number of elements of x that fall within the grid points v |
forrt(X[, m]) |
RFFT with order like Munro (1976) FORTT routine. |
kdensity(X[, kernel, bw, weights, gridsize, ...]) |
Rosenblatt-Parzen univariate kernel density estimator. |
kdensityfft(X[, kernel, bw, weights, ...]) |
Rosenblatt-Parzen univariate kernel density estimator |
revrt(X[, m]) |
Inverse of forrt. |
silverman_transform(bw, M, RANGE) |
FFT of Gaussian kernel following to Silverman AS 176. |
3.8.3.3. Classes¶
KDEUnivariate(endog) |
Univariate Kernel Density Estimator. |
resettable_cache |
alias of ResettableCache |