self.covariance = self._data_covariance * self.factor**2
self.inv_cov = self._data_inv_cov / self.factor**2
self._norm_factor = sqrt(linalg.det(2*pi*self.covariance))
def pdf(self, x):
Evaluate the estimated pdf on a provided set of points.
After Change
self.covariance = self._data_covariance * self.factor**2
self.inv_cov = self._data_inv_cov / self.factor**2
L = linalg.cholesky(self.covariance*2*pi)
self.log_det = 2*np.log(np.diag(L)).sum()
def pdf(self, x):
Evaluate the estimated pdf on a provided set of points.