statsmodels.nonparametric.kernels_asymmetric.kernel_pdf_invgamma

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

Inverse gamma kernel for density, pdf, estimation.

Based on cdf kernel by Micheaux and Ouimet (2020)

Parameters:

• x (array_like, float) – Points for which density is evaluated. x can be scalar or 1-dim.

• sample (ndarray, 1-d) – Sample from which kde is computed.

• bw (float) – Bandwidth parameter, there is currently no default value for it.

Return type:

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.