statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_invgamma

statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_invgamma(x, sample, bw)

Inverse gamma kernel for cumulative distribution, cdf, estimation

Parameters:

xfloat or numpy:array_like

Points at which the kernel is evaluated. x can be scalar or 1-dim.

samplenumpy:array_like

1-d sample from which the kernel estimate is computed.

bwfloat

Bandwidth parameter, there is currently no default value for it.

Returns:

ndarray

Kernel values evaluated at x for each point in sample.

References

[1]

Micheaux, Pierre Lafaye de, and Frédéric Ouimet. 2020. “A Study of Seven Asymmetric Kernels for the Estimation of Cumulative Distribution Functions,” November. https://arxiv.org/abs/2011.14893v1.