statsmodels.nonparametric.kernel_density.KDEMultivariateConditional.loo_likelihood

KDEMultivariateConditional.loo_likelihood(bw, func=<function KDEMultivariateConditional.<lambda>>)

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 is f(x) = x.

Returns:

L – The value of the leave-one-out function for the data.

Return type:

float

Notes

Similar to KDE.loo_likelihood`, but substitute ``f(y|x)=f(x,y)/f(x) for f(x).