[SciPy-User] scipy.stats.gaussian_kde ppf?
Wed Aug 29 23:41:47 CDT 2012
I need to compute confidence intervals from gaussian_kde, but I found that the ppf function is missing. I have implemented my own naïve version that precomputes the cdf for the kde and then performs a search for the desired probability, but it's extremely slow and shows a bit of error when compared to norm.ppf even at large sample sizes. Has anyone had to do something like this before?
-------------- next part --------------
An HTML attachment was scrubbed...
More information about the SciPy-User