[SciPy-User] sample from kernel density estimate
Alan G Isaac
aisaac at american.edu
Tue Feb 2 10:57:17 EST 2010
> 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.)
On 2/2/2010 10:31 AM, josef.pktd at gmail.com wrote:
> 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.
That appears to be correct.
I was using the online docs,
which did not show this method.
However, `help` does show it::
| resample(self, size=None)
| Randomly sample a dataset from the estimated pdf.
|
| Parameters
| ----------
| size : int, optional
| The number of samples to draw.
| If not provided, then the size is the same as the underlying
| dataset.
|
| Returns
| -------
| dataset : (self.d, size)-array
| sampled dataset
Thanks,
Alan
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