Non-parametric statistics
- statinf.nonparametrics.kernels.gaussian(X, mu, cov)[source]
Returns the pdf of a Gaussian kernel
- Parameters
X (
numpy.ndarray) – Input data.mu (
numpy.ndarray) – Mean of the gaussian distribution.cov (
numpy.ndarray) – Covariance matrix.
- Formula
- \[\dfrac{1}{(2 \pi)^{\frac{n}{2}} \sqrt{\det{\sigma}}} e^{-\dfrac{1}{2} \dfrac{X'X}{\sigma^{2}}}\]
- References
Murphy, K. P. (2012). Machine learning: a probabilistic perspective. MIT press.