[SciPy-user] KDE question
Zachary Pincus
zpincus@stanford....
Fri Nov 9 13:34:11 CST 2007
Hello all,
I'm using scipy.stats.gaussian_kde to estimate the a probability
density based on some scattered 2D samples. What I would like to do
eventually is plot a line that surrounds (say) 90% of the probability
density.
Clearly this line corresponds to some contour of the density function
(which I can extract out easily enough from KDE density estimates on
a grid), but I'm not sure how to figure out what exact contour value
it is that I want.
Given the KDE density estimates on a grid, I could empirically figure
out which value is closest, but I was wondering if there's a simpler
closed-form solution... (And apologies if it's somehow obvious; I'm
feeling a bit foggy-headed about this.)
Best,
Zach
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