[SciPy-user] KDE question

[Zachary Pincus]

>> I'm using scipy.stats.gaussian_kde to estimate the a probability
>> density based on some scattered 2D samples. What I would like to do
>> eventually is plot a line that surrounds (say) 90% of the probability
>> density.
>
> If its only plotting you are interested in, matplotlib can do all the
> dirty work for you, using the "contour" command:
>
> http://matplotlib.sourceforge.net/screenshots/pcolor_demo.py
> which yields:
> http://matplotlib.sourceforge.net/screenshots/pcolor_demo_large.png

In this case, the trick is to figure out *which* contour level to  
plot -- that is, at what density level and above is 90% (say) of the  
total density contained. Robert's example shows how to figure that  
out, and pretty cleverly. I wouldn't have thought of wrapping it all  
up with brentq.

But gosh, do those matplotlib contours look nice. I've been using  
Gnuplot/Gnuplot.py for a long time, but it might be time to make a  
switch.

Thanks,
Zach