statsmodels.nonparametric.kernel_density.KDEMultivariateConditional.pdf
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KDEMultivariateConditional.pdf(endog_predict=None, exog_predict=None)
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Evaluate the probability density function.
Parameters: endog_predict: array_like, optional :
Evaluation data for the dependent variables. If unspecified, the training data is used.
exog_predict: array_like, optional :
Evaluation data for the independent variables.
Returns: pdf: array_like :
The value of the probability density at
endog_predict
andexog_predict
.Notes
The formula for the conditional probability density is:
with
where is the appropriate kernel for each variable.
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