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# scipy.stats.gaussian_kde

class scipy.stats.gaussian_kde(dataset, bw_method=None, weights=None)

  Representation of a kernel-density estimate using Gaussian kernels.

  Kernel density estimation is a way to estimate the probability density function (PDF) of a random variable in a non-parametric way. `gaussian_kde` works for both uni-variate and multi-variate data. It includes automatic bandwidth determination. The estimation works best for a unimodal distribution; bimodal or multi-modal distributions tend to be oversmoothed.

  Parameters:
    dataset array_like

      Datapoints to estimate from. In case of univariate data this is a 1-D array, otherwise a 2-D array with shape (# of dims, # of data).

    bw_method str, scalar or callable, optional

      The method used to calculate the estimator bandwidth. This can be ‘scott’, ‘silverman’, a scalar constant or a callable. If a scalar, this will be used directly as kde.factor. If a callable, it should take a `gaussian_kde` instance as only parameter and return a scalar. If None (default), ‘scott’ is used. See Notes for more details.

    weights array_like, optional

      weights of datapoints. This must be the same shape as dataset. If None (default), the samples are assumed to be equally weighted

  Notes

  Bandwidth selection strongly influences the estimate obtained from the KDE (much more so than the actual shape of the kernel). Bandwidth selection can be done by a “rule of thumb”, by cross-validation, by “plug-in methods” or by other means; see [3], [4] for reviews. `gaussian_kde` uses a rule of thumb, the default is Scott’s Rule.

  Scott’s Rule [1], implemented as `scotts_factor`, is:

      n**(-1./(d+4)),

  with `n` the number of data points and `d` the number of dimensions. In the case of unequally weighted points, `scotts_factor` becomes:

      neff**(-1./(d+4)),

  with `neff` the effective number of datapoints. Silverman’s Rule [2], implemented as `silverman_factor`, is:

      (n * (d + 2) / 4.)**(-1. / (d + 4)).

  or in the case of unequally weighted points:

      (neff * (d + 2) / 4.)**(-1. / (d + 4)).

  Good general descriptions of kernel density estimation can be found in [1] and [2], the mathematics for this multi-dimensional implementation can be found in [1].

  With a set of weighted samples, the effective number of datapoints `neff` is defined by:

      neff = sum(weights)^2 / sum(weights^2)

  as detailed in [5].

  `gaussian_kde` does not currently support data that lies in a lower-dimensional subspace of the space in which it is expressed. For such data, consider performing principle component analysis / dimensionality reduction and using `gaussian_kde` with the transformed data.

  References

  [1] (1,2,3)

  D.W. Scott, “Multivariate Density Estimation: Theory, Practice, and Visualization”, John Wiley & Sons, New York, Chicester, 1992.

  [2] (1,2)

  B.W. Silverman, “Density Estimation for Statistics and Data Analysis”, Vol. 26, Monographs on Statistics and Applied Probability, Chapman and Hall, London, 1986.

  [3]

  B.A. Turlach, “Bandwidth Selection in Kernel Density Estimation: A Review”, CORE and Institut de Statistique, Vol. 19, pp. 1-33, 1993.

  [4]

  D.M. Bashtannyk and R.J. Hyndman, “Bandwidth selection for kernel conditional density estimation”, Computational Statistics & Data Analysis, Vol. 36, pp. 279-298, 2001.

  [5]

  Gray P. G., 1969, Journal of the Royal Statistical Society. Series A (General), 132, 272

  Examples

  Generate some random two-dimensional data:

      >>> import numpy as np
      >>> from scipy import stats
      >>> def measure(n):
      ...     "Measurement model, return two coupled measurements."
      ...     m1 = np.random.normal(size=n)
      ...     m2 = np.random.normal(scale=0.5, size=n)
      ...     return m1+m2, m1-m2

      >>> m1, m2 = measure(2000)
      >>> xmin = m1.min()
      >>> xmax = m1.max()
      >>> ymin = m2.min()
      >>> ymax = m2.max()

  Perform a kernel density estimate on the data:

      >>> X, Y = np.mgrid[xmin:xmax:100j, ymin:ymax:100j]
      >>> positions = np.vstack([X.ravel(), Y.ravel()])
      >>> values = np.vstack([m1, m2])
      >>> kernel = stats.gaussian_kde(values)
      >>> Z = np.reshape(kernel(positions).T, X.shape)

  Plot the results:

      >>> import matplotlib.pyplot as plt
      >>> fig, ax = plt.subplots()
      >>> ax.imshow(np.rot90(Z), cmap=plt.cm.gist_earth_r,
      ...           extent=[xmin, xmax, ymin, ymax])
      >>> ax.plot(m1, m2, 'k.', markersize=2)
      >>> ax.set_xlim([xmin, xmax])
      >>> ax.set_ylim([ymin, ymax])
      >>> plt.show()

  Attributes:
    dataset ndarray

      The dataset with which `gaussian_kde` was initialized.

    d int

      Number of dimensions.

    n int

      Number of datapoints.

    neff int

      Effective number of datapoints.

      New in version 1.2.0.

    factor float

      The bandwidth factor, obtained from kde.covariance_factor. The square of kde.factor multiplies the covariance matrix of the data in the kde estimation.

    covariance ndarray

      The covariance matrix of dataset, scaled by the calculated bandwidth (kde.factor).

    inv_cov ndarray

      The inverse of covariance.

  Methods

  `evaluate`(points) | Evaluate the estimated pdf on a set of points.
  `__call__`(points) | Evaluate the estimated pdf on a set of points.
  `integrate_gaussian`(mean, cov) | Multiply estimated density by a multivariate Gaussian and integrate over the whole space.
  `integrate_box_1d`(low, high) | Computes the integral of a 1D pdf between two bounds.
  `integrate_box`(low_bounds, high_bounds[, maxpts]) | Computes the integral of a pdf over a rectangular interval.
  `integrate_kde`(other) | Computes the integral of the product of this kernel density estimate with another.
  `pdf`(x) | Evaluate the estimated pdf on a provided set of points.
  `logpdf`(x) | Evaluate the log of the estimated pdf on a provided set of points.
  `resample`([size, seed]) | Randomly sample a dataset from the estimated pdf.
  `set_bandwidth`([bw_method]) | Compute the estimator bandwidth with given method.
  `covariance_factor`() | Computes the coefficient (kde.factor) that multiplies the data covariance matrix to obtain the kernel covariance matrix.