statsmodels.nonparametric.kde.KDEUnivariate.fit#

KDEUnivariate.fit(kernel='gau', bw='normal_reference', fft=True, weights=None, gridsize=None, adjust=1, cut=3, clip=(-inf, inf))[source]#

Attach the density estimate to the KDEUnivariate class

Parameters:
kernelstr, optional

The Kernel to be used. Choices are:

  • “biw” for biweight

  • “cos” for cosine

  • “epa” for Epanechnikov

  • “gau” for Gaussian.

  • “tri” for triangular

  • “triw” for triweight

  • “uni” for uniform

bwstr, float, or callable, optional

The bandwidth to use. Choices are:

  • “scott” - 1.059 * A * nobs ** (-1/5.), where A is min(std(x),IQR/1.34)

  • “silverman” - .9 * A * nobs ** (-1/5.), where A is min(std(x),IQR/1.34)

  • “normal_reference” - C * A * nobs ** (-1/5.), where C is calculated from the kernel. Equivalent (up to 2 dp) to the “scott” bandwidth for gaussian kernels. See bandwidths.py

  • If a float is given, its value is used as the bandwidth.

  • If a callable is given, its return value is used. The callable should take exactly two parameters, i.e., fn(x, kern), and return a float, where:

    • x - the clipped input data

    • kern - the kernel instance used

fftbool, optional

Whether or not to use FFT. FFT implementation is more computationally efficient. However, only the Gaussian kernel is implemented. If FFT is False, then a ‘nobs’ x ‘gridsize’ intermediate array is created.

weightsarray_like, optional

Optional weights. Only used if fft is False.

gridsizeint, optional

If gridsize is None, max(len(x), 50) is used.

adjustfloat, optional

An adjustment factor for the bw. Bandwidth becomes bw * adjust.

cutfloat, optional

Defines the length of the grid past the lowest and highest values of x so that the kernel goes to zero. The end points are min(x) - cut * adjust * bw and max(x) + cut * adjust * bw.

cliptuple of float, optional

Observations in endog that are outside of the range given by clip are dropped. The number of observations in the endog array used in the fit is then shortened.

Returns:
KDEUnivariate

The instance that was fit.