statsmodels.nonparametric.kernels_asymmetric.kernel_cdf_invgauss

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

Inverse gaussian 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]

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.