[SciPy-User] sample from kernel density estimate

Alan G Isaac aisaac@american....
Tue Feb 2 09:57:17 CST 2010


> On Tue, Feb 2, 2010 at 10:23 AM, Alan G Isaac<aisaac@american.edu>  wrote:
>> I have a kernel density estimate from scipy.stats.gaussian_kde.
>> What's the best way to sample from it?  (Not from the underlying data.)


On 2/2/2010 10:31 AM, josef.pktd@gmail.com wrote:
> I think stats.kde.gaussian_kde.resample  does it.
> If I remember correctly, it samples from the underlying data and adds
> a normal noise. I think I read somewhere that that is equivalent to
> sampling from the kernel density directly.


That appears to be correct.
I was using the online docs,
which did not show this method.
However, `help` does show it::

         |  resample(self, size=None)
         |      Randomly sample a dataset from the estimated pdf.
         |
         |      Parameters
         |      ----------
         |      size : int, optional
         |          The number of samples to draw.
         |          If not provided, then the size is the same as the underlying
         |          dataset.
         |
         |      Returns
         |      -------
         |      dataset : (self.d, size)-array
         |          sampled dataset

Thanks,
Alan



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