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.
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.
See Implementation
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.