On 2009-10-05 15:54 PM, VáclavŠmilauer wrote:

> I am not sure if that is the same as what scipy.stats.kde.gaussian_kde does,
> the documentation is terse. Can I be enlightened here?

gaussian_kde does kernel density estimation. While many of the intermediate 
computations are similar, they have entirely different purposes.

http://en.wikipedia.org/wiki/Kernel_density_estimation

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless enigma
  that is made terrible by our own mad attempt to interpret it as though it had
  an underlying truth."
   -- Umberto Eco


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