Evaluate the probability density function.
Parameters : | endog_predict: array_like, optional :
exog_predict: array_like, optional :
|
---|---|
Returns : | pdf: array_like :
|
Notes
The formula for the conditional probability density is:
f(X|Y)=\frac{f(X,Y)}{f(Y)}
with
f(X)=\prod_{s=1}^{q}h_{s}^{-1}k \left(\frac{X_{is}-X_{js}}{h_{s}}\right)
where k is the appropriate kernel for each variable.