KDEMultivariate.cdf(data_predict=None)
[source]
Evaluate the cumulative distribution function.
Parameters: | data_predict (array_like, optional) – Points to evaluate at. If unspecified, the training data is used. |
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Returns: | cdf_est – The estimate of the cdf. |
Return type: | array_like |
See http://en.wikipedia.org/wiki/Cumulative_distribution_function For more details on the estimation see Ref. [5] in module docstring.
The multivariate CDF for mixed data (continuous and ordered/unordered discrete) is estimated by:
where G() is the product kernel CDF estimator for the continuous and L() for the discrete variables.
Used bandwidth is self.bw
.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.nonparametric.kernel_density.KDEMultivariate.cdf.html