What are Asymmetric Kernels in the StatsModels library?

This recipe describes what are Asymmetric Kernals in the StatsModels library

Recipe Objective - What are Asymmetric Kernels in the StatsModels library?

Asymmetric kernels such as unit interval beta and positive random variable gamma avoid problems at the limits of supporting distribution. Statsmodels provides preliminary support for estimating density and cumulative distribution functions using the kernels of unit intervals, beta, or positive actual lines and all other kernels. Some kernels of positive real lines assume zero density at the zero boundary. With gamma kernels, positive or non-bonding densities at the zero limit are also possible. Currently there is no default setting and bandwidth selection is not supported. The user must provide bandwidth.

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The functions for calculating the kernel density and kernel CDF are:

pdf_kernel_asym(x, sample, bw, kernel_type)
Density estimate based on asymmetric kernel.

cdf_kernel_asym(x, sample, bw, kernel_type)
Estimate of cumulative distribution based on asymmetric kernel.


The available kernel functions for pdf and cdf are:

kernel_pdf_beta(x, sample, bw)
Beta kernel for density, pdf, estimation.

kernel_pdf_beta2(x, sample, bw)
Beta kernel for density, pdf, estimation with boundary corrections.

kernel_pdf_bs(x, sample, bw)
Birnbaum Saunders (normal) kernel for density, pdf, estimation.

kernel_pdf_gamma(x, sample, bw)
Gamma kernel for density, pdf, estimation.

kernel_pdf_gamma2(x, sample, bw)
Gamma kernel for density, pdf, estimation with boundary correction.


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