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Confidence Region of a multivariate KDE in statsmodels in Python

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0

$begingroup$

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

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edited 37 secs ago

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0

$begingroup$

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

share|improve this question

edited 37 secs ago

incroc

asked 2 hours ago

incrocincroc

1

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

share|improve this question

edited 37 secs ago

incroc

asked 2 hours ago

incrocincroc

1

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.

$endgroup$

share|improve this question

edited 37 secs ago

incroc

asked 2 hours ago

incrocincroc

1

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.

share|improve this question

edited 37 secs ago

incroc

asked 2 hours ago

incrocincroc

1

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 2 hours ago

incrocincroc

1

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 2 hours ago

incrocincroc

1