statsmodels.nonparametric.bandwidths.bw_scott(x, kernel=None)
[source]
Scott’s Rule of Thumb
Parameters: |
|
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Returns: |
bw – The estimate of the bandwidth |
Return type: |
float |
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]))
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.nonparametric.bandwidths.bw_scott.html