[SciPy-user] another gaussian_kde question

[Robert Kern]

On Sun, Apr 5, 2009 at 21:33,  <josef.pktd at gmail.com> wrote:
> On Sun, Apr 5, 2009 at 10:06 PM, Robert Kern <robert.kern at gmail.com> wrote:
>> On Sun, Apr 5, 2009 at 20:46,  <josef.pktd at gmail.com> wrote:
>>> Does anybody know what integrate_kde and integrate_gaussian in
>>> stats.kde are good for? I was trying for a while to find out what they
>>> can be used for, but so far without success.
>>>
>>>    def integrate_kde(self, other):
>>>        """Computes the integral of the product of this kernel density estimate
>>>        with another.
>>>    def integrate_gaussian(self, mean, cov):
>>>        """Multiply estimated density by a multivariate Gaussian and integrate
>>>        over the wholespace.
>>
>> My particular use case at the time I wrote gaussian_kde involved a
>> Bayesian model comparison. The computations required integrations of a
>> KDE against a rectangular uniform distribution (hence mvndst), a
>> Gaussian distribution, or another KDE.
>>
>
> Thanks,
> Do you still have the reference for this? A hint for what the use
> cases for the functions are would be useful in the docs.

Not really, sorry.

-- 
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