statsmodels.nonparametric.bandwidths.bw_silverman¶
-
statsmodels.nonparametric.bandwidths.bw_silverman(x, kernel=None)[source]¶ Silverman’s Rule of Thumb
- Parameters
- xarray-like
Array for which to get the bandwidth
- kernelCustomKernel object
Unused
- Returns
- bwfloat
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.