statsmodels.nonparametric.kernel_density.KDEMultivariate.cdf
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KDEMultivariate.cdf(data_predict=None)
[source] -
Evaluate the cumulative distribution function.
Parameters: data_predict: array_like, optional :
Points to evaluate at. If unspecified, the training data is used.
Returns: cdf_est: array_like :
The estimate of the cdf.
Notes
See http://en.wikipedia.org/wiki/Cumulative_distribution_function For more details on the estimation see Ref. [5] in module docstring.
The multivariate CDF for mixed data (continuous and ordered/unordered discrete) is estimated by:
- ..math:: F(x^{c},x^{d})=n^{-1}sum_{i=1}^{n}left[G(
- frac{x^{c}-X_{i}}{h})sum_{uleq x^{d}}L(X_{i}^{d},x_{i}^{d}, lambda)right]
where G() is the product kernel CDF estimator for the continuous and L() for the discrete variables.
Used bandwidth is
self.bw
.
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