jax.scipy.stats.gaussian_kde.integrate_gaussian

jax.scipy.stats.gaussian_kde.integrate_gaussian#

gaussian_kde.integrate_gaussian(mean, cov)[source]#

Multiply estimated density by a multivariate Gaussian and integrate

LAX-backend implementation of scipy.stats._kde.integrate_gaussian().

Original docstring below.

over the whole space.

Parameters:
  • mean (aray_like) – A 1-D array, specifying the mean of the Gaussian.

  • cov (array_like) – A 2-D array, specifying the covariance matrix of the Gaussian.

Returns:

result – The value of the integral.

Return type:

scalar