[SciPy-User] sample from kernel density estimate

[josef.pktd at gmail.com]

On Tue, Feb 2, 2010 at 10:31 AM,  <josef.pktd at gmail.com> wrote:
> On Tue, Feb 2, 2010 at 10:23 AM, Alan G Isaac <aisaac at american.edu> wrote:
>> I have a kernel density estimate from scipy.stats.gaussian_kde.
>> What's the best way to sample from it?  (Not from the underlying data.)
>
> I think stats.kde.gaussian_kde.resample  does it.
> If I remember correctly, it samples from the underlying data and adds
> a normal noise. I think I read somewhere that that is equivalent to
> sampling from the kernel density directly.

drawing a sample and running kstest will make a nice test case, it's
still missing in the test suite.
I will put it on my todo list.

Josef


>
> Josef
>
>
>>
>> Thanks,
>> Alan Isaac
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>