Merge pull request #6515 from alexlyttle/fix/issue6511

BUG: fix #6511

statsmodels/nonparametric/bandwidths.py

@@ -168,7 +168,7 @@ def select_bandwidth(x, bw, kernel):
     if bw not in bandwidth_funcs:
         raise ValueError("Bandwidth %s not understood" % bw)
     bandwidth = bandwidth_funcs[bw](x, kernel)
-    if bandwidth == 0:
+    if np.any(bandwidth == 0):
         # eventually this can fall back on another selection criterion.
         err = "Selected KDE bandwidth is 0. Cannot estimate density."
         raise RuntimeError(err)

statsmodels/nonparametric/tests/test_bandwidths.py

@@ -15,6 +15,7 @@
 
 
 from numpy.testing import assert_allclose
+import pytest
 
 # setup test data
 
@@ -70,3 +71,25 @@ class TestTriweight(CheckNormalReferenceConstant):
 
     kern = kernels.Triweight()
     constant = 3.15
+
+
+class BandwidthZero(object):
+
+    def test_bandwidth_zero(self):
+
+        kern = kernels.Gaussian()
+        for bw in ['scott', 'silverman', 'normal_reference']:
+            with pytest.raises(RuntimeError,
+                               match="Selected KDE bandwidth is 0"):
+                select_bandwidth(self.xx, bw, kern)
+
+
+class TestAllBandwidthZero(BandwidthZero):
+
+    xx = np.ones((100, 3))
+
+
+class TestAnyBandwidthZero(BandwidthZero):
+
+    xx = np.random.normal(size=(100, 3))
+    xx[:, 0] = 1.0