[SciPy-User] Epanechnikov kernel

Skipper Seabold jsseabold@gmail....
Sat Jan 19 07:32:07 CST 2013


On Sat, Jan 19, 2013 at 7:49 AM,  <josef.pktd@gmail.com> wrote:
> 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.

If you're interested in univariate KDE, then we do have the Epanechnikov kernel.

http://statsmodels.sourceforge.net/devel/generated/statsmodels.nonparametric.kde.KDEUnivariate.fit.html#statsmodels.nonparametric.kde.KDEUnivariate.fit

Skipper


More information about the SciPy-User mailing list