skg.gauss_pdf_fit

skg.gauss_pdf_fit(x, y, sorted=True)[source]

Gaussian PDF fit of the form \frac{1}{\sigma \sqrt{2 \pi}} e^{-\frac{1}{2}\left(\frac{x - \mu}{\sigma}\right)^2}.

This implementation is based on the approximate solution to integral equation (3), presented in Régressions et équations intégrales.

Parameters:
  • x (array-like) – The x-values of the data points. The fit will be performed on a raveled version of this array.
  • y (array-like) – The y-values of the data points corresponding to x. Must be the same size as x. The fit will be performed on a raveled version of this array.
  • sorted (bool) – Set to True if x is already monotonically increasing or decreasing. If False, x will be sorted into increasing order, and y will be sorted along with it.
Returns:

mu, sigma – A two-element array containing the estimated mean and standard deviation, in that order.

Return type:

ndarray

References