Programming

Hi all

I'm just starting usign scipy with python, really powerfull.
It comes with some many functions but I'm not able to solve my problem.

I have an array x and i need to find a probability density function (pdf) from data.
does anyone know how to do that? (i've done it evaluating first the cdf, but it doen't look really efficient)

Thanks

D.

There is a source here, with a specific reference to SciPy:
Kernel density estimation - Wikipedia, the free encyclopedia
Or you could roll your own pdf by constantly doing a lookup of the amount of points smaller than a scalar x and divide by the total amount of points. This is similar to your approach, but as you say quite inefficient if you need the pdf values quite frequently.