[SciPy-user] another gaussian_kde question

Robert Kern robert.kern@gmail....
Sun Apr 5 21:06:35 CDT 2009


On Sun, Apr 5, 2009 at 20:46,  <josef.pktd@gmail.com> wrote:
> Does anybody know what integrate_kde and integrate_gaussian in
> stats.kde are good for? I was trying for a while to find out what they
> can be used for, but so far without success.
>
>    def integrate_kde(self, other):
>        """Computes the integral of the product of this kernel density estimate
>        with another.
>    def integrate_gaussian(self, mean, cov):
>        """Multiply estimated density by a multivariate Gaussian and integrate
>        over the wholespace.

My particular use case at the time I wrote gaussian_kde involved a
Bayesian model comparison. The computations required integrations of a
KDE against a rectangular uniform distribution (hence mvndst), a
Gaussian distribution, or another KDE.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco


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