chickadee » statistics » kde-bandwidth-nrd

kde-bandwidth-nrd sequenceprocedure

Computes bandwidth using Silverman's normal reference distribution rule of thumb: h = 0.9 * min(sd, IQR/1.34) * n^(-1/5)

This is a good default choice for Gaussian-like distributions.

> (kde-bandwidth-nrd '(1 2 3 4 5 6 7 8 9 10))
1.3185617394731743