Returns the Integrated Mean Square Error for the unconditional KDE.
Parameters : | bw: array_like :
Returns : —— : CV: float :
|
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Notes
See p. 27 in [1] For details on how to handle the multivariate estimation with mixed data types see p.6 in [3]
The formula for the cross-validation objective function is:
Where is the multivariate product convolution
kernel (consult [3] for mixed data types).