3.8.7.1.9. statsmodels.nonparametric.kernels.wang_ryzin

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

The Wang-Ryzin kernel, used for ordered discrete random variables.

Parameters:

h : scalar or 1-D ndarray, shape (K,)

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

Xi

: ndarray of ints, shape (nobs, K)

The value of the training set.

x

: scalar or 1-D ndarray of 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.

rac{1-lambda}{2}lambda^{|X_{i}-x|}`, where \(\lambda\) is

the bandwidth.