statsmodels.nonparametric.kernel_density.KDEMultivariateConditional.loo_likelihood
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KDEMultivariateConditional.loo_likelihood(bw, func= at 0x2ac6543b0488>)
[source] -
Returns the leave-one-out conditional likelihood of the data.
If
func
is not equal to the default, what?s calculated is a function of the leave-one-out conditional likelihood.Parameters: bw: array_like :
The bandwidth parameter(s).
func: callable, optional :
Function to transform the likelihood values (before summing); for the log likelihood, use
func=np.log
. Default isf(x) = x
.Returns: L: float :
The value of the leave-one-out function for the data.
Notes
Similar to
KDE.loo_likelihood`, but substitute ``f(y|x)=f(x,y)/f(y)
forf(x)
.
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