On Mon, Nov 26, 2007 at 07:34:16PM -0800, Andrew Straw wrote:
I have the same question myself. I found one implementation: scikits.learn.machine.em.densities.gauss_den()
Is there a version in scipy (or numpy)? After searching, I think not, but it does seems this belongs in there -- perhaps in scipy.stats. Any reason beyond the usual (lack of time) why it's not there already?
Isn't learn.machine.em.densities.gauss_den used to estimate parameters for Gaussian mixture models? For a multivariate Gaussian, the mean and covariance can be calculated directly. No, it is used to compute the pdf of a multivariate Gaussian, which is
Stefan van der Walt wrote: then used to compute the pdf of mixtures. AFAIK, there is no multivariate facilities in scipy.stats, or did I missed them ? Providing the same facilities as in scipy.stats.distribution for multi-variate would be quite a lot of coding, though I guess. For example, for cdf alone, it is not so easy to compute them generally (but the code is already there for kde if I am right, in the mvn extension). David