freealg.kde#

freealg.kde(eig, xs, lam_m, lam_p, h, kernel='beta', plot=False)#

Kernel density estimation of eigenvalues.

Parameters:
eignumpy.array

1D array of samples of size n.

xsnumpy.array

1D array of evaluation grid (must lie within [lam_m, lam_p])

lam_mfloat

Lower end of the support endpoints with lam_m < lam_p.

lam_pfloat

Upper end of the support endpoints with lam_m < lam_p.

hfloat

Kernel bandwidth in rescaled units where 0 < h < 1.

kernel{'gaussian', 'beta'}, default= 'beta'

Kernel function using either Gaussian or Beta distribution.

plotbool, default=False

If True, the KDE is plotted.

Returns:
pdfnumpy.ndarray

Probability distribution function with the same length as xs.