Scott’s Rule of Thumb
x : array-like
Array for which to get the bandwidth
bw : float
The estimate of the bandwidth
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
statsmodels.nonparametric.kde.KDE.fit
statsmodels.nonparametric.bandwidths.bw_silverman
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