statsmodels.nonparametric.kernel_density.KDEMultivariateConditional.pdf

KDEMultivariateConditional.pdf(endog_predict=None, exog_predict=None)

Evaluate the probability density function.

Parameters:

endog_predict: array_like, optional :

Evaluation data for the dependent variables. If unspecified, the training data is used.

exog_predict: array_like, optional :

Evaluation data for the independent variables.

Returns:

pdf: array_like :

The value of the probability density at endog_predict and exog_predict.

Notes

The formula for the conditional probability density is:

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with

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where

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is the appropriate kernel for each variable.