[SciPy-user] another gaussian_kde question
Sun Apr 5 21:06:35 CDT 2009
On Sun, Apr 5, 2009 at 20:46, <firstname.lastname@example.org> wrote:
> Does anybody know what integrate_kde and integrate_gaussian in
> stats.kde are good for? I was trying for a while to find out what they
> can be used for, but so far without success.
> def integrate_kde(self, other):
> """Computes the integral of the product of this kernel density estimate
> with another.
> def integrate_gaussian(self, mean, cov):
> """Multiply estimated density by a multivariate Gaussian and integrate
> over the wholespace.
My particular use case at the time I wrote gaussian_kde involved a
Bayesian model comparison. The computations required integrations of a
KDE against a rectangular uniform distribution (hence mvndst), a
Gaussian distribution, or another KDE.
"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
-- Umberto Eco
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