3.8.7.1.6. statsmodels.nonparametric.kernels.gaussian

statsmodels.nonparametric.kernels.gaussian(h, Xi, x)

Gaussian Kernel for continuous variables Parameters ———- h : 1-D ndarray, shape (K,)

The bandwidths used to estimate the value of the kernel function.

Xi

: 1-D ndarray, shape (K,)

The value of the training set.

x

: 1-D ndarray, shape (K,)

The value at which the kernel density is being estimated.

Returns:

kernel_value : ndarray, shape (nobs, K)

The value of the kernel function at each training point for each var.