statsmodels.nonparametric.bandwidths.select_bandwidth

statsmodels.nonparametric.bandwidths.select_bandwidth(x, bw, kernel)

Selects bandwidth for a selection rule bw

This is a wrapper around existing bandwidth selection rules.

Parameters:

xarray_like

Array for which to get the bandwidth

bwstr

Name of the bandwidth selection rule, currently supported are: normal_reference, scott, silverman

kernelCustomKernel instance

Passed through to the selected bandwidth rule. Used only by the ‘normal_reference’ rule; ignored by ‘scott’ and ‘silverman’.

Returns:

bwfloat

The estimate of the bandwidth