statsmodels.nonparametric.bandwidths.bw_scott¶
- statsmodels.nonparametric.bandwidths.bw_scott(x, kernel=None)[source]¶
Scott’s Rule of Thumb
- Parameters:
- xarray_like
Array for which to get the bandwidth
- kernel
CustomKernelobject Unused
- Returns:
- bw
float The estimate of the bandwidth
- bw
Notes
Returns 1.059 * A * n ** (-1/5.) where
A = min(std(x, ddof=1), IQR/1.349) IQR = np.subtract.reduce(np.percentile(x, [75,25]))
References
- Scott, D.W. (1992) Multivariate Density Estimation: Theory, Practice, and
Visualization.