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ThomasParistech/transformed_kde.py

Last active February 26, 2024 17:35
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transformed_kde.py
import numpy as np
from scipy.special import logit
def transformed_kde(x_data: np.ndarray, x_prediction: np.ndarray) -> np.ndarray:
x_data_logit = logit(x_data)
x_prediction_logit = logit(x_prediction)
densities_logit = basic_kde(x_data_logit, x_prediction_logit)
return densities_logit / (x_prediction * (1.0-x_prediction))
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