[SciPy-User] scipy.stats.gaussian_kde ppf?

[Serge Rogov]

Hi all, 

 

I need to compute confidence intervals from gaussian_kde, but I found that the ppf function is missing. I have implemented my own naïve version that precomputes the cdf for the kde and then performs a search for the desired probability, but it's extremely slow and shows a bit of error when compared to norm.ppf even at large sample sizes. Has anyone had to do something like this before? 

 

Kind regards,

Serge

 

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