Kernels

kramersmoyal.kernels.kernel(kernel_func)

Transforms a kernel function into a scaled kernel function (for a certain bandwidth bw)

Currently implemented kernels are:

Epanechnikov, Gaussian, Uniform, Triangular, Quartic

For a good overview of various kernels see https://en.wikipedia.org/wiki/Kernel_(statistics)

kramersmoyal.kernels.epanechnikov(x: numpy.ndarray, dims: int) → numpy.ndarray

The Epanechnikov kernel in dimensions dims.

kramersmoyal.kernels.gaussian(x: numpy.ndarray, dims: int) → numpy.ndarray

Gaussian kernel in dimensions dims.

kramersmoyal.kernels.uniform(x: numpy.ndarray, dims: int) → numpy.ndarray

Uniform, or rectangular kernel in dimensions dims.

kramersmoyal.kernels.triagular(x: numpy.ndarray, dims: int) → numpy.ndarray

Triagular kernel in dimensions dims.

kramersmoyal.kernels.quartic(x: numpy.ndarray, dims: int) → numpy.ndarray

Quartic, or biweight kernel in dimensions dims.