chickadee » statistics » kde-bandwidth-fd

kde-bandwidth-fd sequenceprocedure

Computes bandwidth using the Freedman-Diaconis rule: h = 2 * IQR * n^(-1/3)

This method is more robust to outliers than the normal reference rules.

> (kde-bandwidth-fd '(1 2 3 4 5 6 7 8 9 10))
4.179339196872841