Silverman’s Rule of Thumb
Parameters : | x : array-like
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Returns : | bw : float
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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.