[SciPy-User] Epanechnikov kernel

josef.pktd@gmai... josef.pktd@gmai...
Sat Jan 19 06:49:58 CST 2013


On Sat, Jan 19, 2013 at 6:34 AM, francescoboccacci@libero.it
<francescoboccacci@libero.it> wrote:
> Hi all,
>
> I have a question for you. Is it possible in scipy using a Epanechnikov
> kernel function?
>
> I checked on scipy documentation but i found that the only way to calculate
> kernel-density estimate is possible only with using Gaussian kernels?
>
> Is it true?

Yes, kde in scipy.stats only has gaussian_kde

Also in statsmodels currently only gaussian is supported for
continuous data
http://statsmodels.sourceforge.net/devel/nonparametric.html
(It was removed because in the references only the bandwidth selection
made much difference in the estimation, but not the shape of the
kernel. Other kernels for continuous variables will come back
eventually.
There is still some old code in the sandbox for generic kernels
https://github.com/statsmodels/statsmodels/blob/master/statsmodels/sandbox/nonparametric/kernels.py
No idea about the status.
On the other hand we do have automatic bandwidth selection, and
kernels for categorical and ordered variables.)

astroML http://astroml.github.com/modules/generated/astroML.density_estimation.KDE.html#astroML.density_estimation.KDE
has some other kernels, but not Epanechnikov.

Josef

>
> Can you help me?
>
>
> Thanks
>
>
> Francesco
>
>
>
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