[SciPy-User] R: Re: Epanechnikov kernel

francescoboccacci@libe... francescoboccacci@libe...
Sat Jan 19 07:39:17 CST 2013


Thanks.I will investigate on it.

Francesco

>----Messaggio originale----
>Da: josef.pktd@gmail.com
>Data: 19/01/2013 13.49
>A: "SciPy Users List"<scipy-user@scipy.org>
>Ogg: Re: [SciPy-User] Epanechnikov kernel
>
>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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