KDEMultivariate.pdf()

statsmodels.nonparametric.kernel_density.KDEMultivariate.pdf

KDEMultivariate.pdf(data_predict=None) [source]

Evaluate the probability density function.

Parameters:	data_predict: array_like, optional : Points to evaluate at. If unspecified, the training data is used.
Returns:	pdf_est: array_like : Probability density function evaluated at data_predict.

Notes

The probability density is given by the generalized product kernel estimator: