vendredi 14 février 2020

Generating random values with custom PDF

I have a large dataset (over 300000 values), and I have created a PDF for it with stats.gaussian_kde as follows:

kernel=scipy.stats.gaussian_kde(vals)
ind=np.linspace(np.min(vals), np.max(vals),1000)
PDE=kernel.evaluate(ind)

Now I want to generate new random values from this pdf, but I'm not sure how to do that. Does anyone have any examples?




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