Confidence Region of a multivariate KDE in statsmodels in Python
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I have an estimated kernel density based on a set of observations $(x_{11},x_{12},...,x_{1n})$ and $(x_{21},x_{22},...,x_{2n})$ and would like to draw confidence regions in the $(x_{1}, x_{2})$ space.
It's probably possible to make a meshgrid and evaluate the cdf at each point, finding the regions where its inside/outside the desired CI.
However, is there a built-in function that generates confidence regions? If not, what would be the simplest way to get this done in Python?
Thanks.
python
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I have an estimated kernel density based on a set of observations $(x_{11},x_{12},...,x_{1n})$ and $(x_{21},x_{22},...,x_{2n})$ and would like to draw confidence regions in the $(x_{1}, x_{2})$ space.
It's probably possible to make a meshgrid and evaluate the cdf at each point, finding the regions where its inside/outside the desired CI.
However, is there a built-in function that generates confidence regions? If not, what would be the simplest way to get this done in Python?
Thanks.
python
asked yesterday
incrocincroc
11
New contributor
incroc is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
add a comment |
$begingroup$
I have an estimated kernel density based on a set of observations $(x_{11},x_{12},...,x_{1n})$ and $(x_{21},x_{22},...,x_{2n})$ and would like to draw confidence regions in the $(x_{1}, x_{2})$ space.
It's probably possible to make a meshgrid and evaluate the cdf at each point, finding the regions where its inside/outside the desired CI.
However, is there a built-in function that generates confidence regions? If not, what would be the simplest way to get this done in Python?
Thanks.
python
asked yesterday
incrocincroc
11
New contributor
incroc is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
I have an estimated kernel density based on a set of observations $(x_{11},x_{12},...,x_{1n})$ and $(x_{21},x_{22},...,x_{2n})$ and would like to draw confidence regions in the $(x_{1}, x_{2})$ space.
It's probably possible to make a meshgrid and evaluate the cdf at each point, finding the regions where its inside/outside the desired CI.
However, is there a built-in function that generates confidence regions? If not, what would be the simplest way to get this done in Python?
Thanks.
python
python
asked yesterday
incrocincroc
11
New contributor
incroc is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
asked yesterday
incrocincroc
11
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incroc is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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incroc
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incrocincroc
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asked yesterday
incrocincroc
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asked yesterday
incrocincroc
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incroc is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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