statsmodels.nonparametric.kernels_asymmetric.kernel_pdf_invgauss

statsmodels.nonparametric.kernels_asymmetric.kernel_pdf_invgauss(x, sample, bw)

Inverse gaussian kernel for density, pdf, estimation.

Parameters:

• x (array_like, float) – Points for which density is evaluated. x can be scalar or 1-dim.

• sample (ndarray, 1-d) – Sample from which kde is computed.

• bw (float) – Bandwidth parameter, there is currently no default value for it.

Return type:

Components for kernel estimation

References

[1]

Scaillet, O. 2004. “Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels.” Journal of Nonparametric Statistics 16 (1–2): 217–26. https://doi.org/10.1080/10485250310001624819.