statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_invgamma

statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_invgamma(x, sample, bw)[source]

Inverse gamma kernel for cumulative distribution, cdf, estimation.

Parameters:
xarray_like, float

Points for which density is evaluated. x can be scalar or 1-dim.

samplendarray, 1-d

Sample from which kde is computed.

bwfloat

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

Returns:
Components for kernel estimation

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.


Last update: Jun 14, 2024