statsmodels.nonparametric.kernel_density.KDEMultivariate.loo_likelihood
-
KDEMultivariate.loo_likelihood(bw, func= at 0x2ac6543ac488>)
[source] -
Returns the leave-one-out likelihood function.
The leave-one-out likelihood function for the unconditional KDE.
Parameters: bw: array_like :
The value for 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
.Notes
The leave-one-out kernel estimator of is:
where represents the generalized product kernel estimator:
Please login to continue.