[SciPy-user] KDE question

[Robert Kern]

David Cournapeau wrote:

> I am not sure I understand exactly the problem, but if the problem is to 
> find a contour level of a Gaussian density, it has a closed form for any 
> dimension.

No, the problem is to find the appropriate contour level of a kernel density
estimate (with Gaussian kernels in this case). Essentially, a mixture of many
Gaussians, not a single one.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless enigma
 that is made terrible by our own mad attempt to interpret it as though it had
 an underlying truth."
  -- Umberto Eco