statsmodels.nonparametric.kernels_asymmetric.kernel_pdf_recipinvgauss

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

Reciprocal inverse gaussian kernel for density, pdf, estimation

Parameters:

xfloat or array_like

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

samplearray_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]

Scaillet, O. 2004. “Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels.” Journal of Nonparametric Statistics 16 (1-2): 217-26. https://doi.org/10.1080/10485250310001624819.