statsmodels.nonparametric.bandwidths.bw_silverman¶
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statsmodels.nonparametric.bandwidths.
bw_silverman
(x, kernel=None)[source]¶ Silverman’s Rule of Thumb
Parameters: x : array-like
Array for which to get the bandwidth
kernel : CustomKernel object
Unused
Returns: bw : float
The estimate of the bandwidth
Notes
Returns .9 * A * n ** (-1/5.) where
A = min(std(x, ddof=1), IQR/1.349) IQR = np.subtract.reduce(np.percentile(x, [75,25]))
References
Silverman, B.W. (1986) Density Estimation.