Function scottBandwidth
Uses Scott's Rule to select the bandwidth of the Gaussian kernel density estimator. This is 1.06 * min(stdev(data), interquartileRange(data) / 1.34) N ^^ -0.2. R must be a forward range of numeric types.
double scottBandwidth(R)
(
R data
)
if (isForwardRange!R && is(ElementType!R : double));
Examples
immutable bandwidth = scottBandwidth(data);
auto kernel = parametrize!normalPDF(0, bandwidth);
auto kde = KernelDensity1D(data, kernel);
References
Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley.