statsmodels.nonparametric.bandwidths.select_bandwidth

statsmodels.nonparametric.bandwidths.select_bandwidth(x, bw, kernel)

Selects bandwidth for a selection rule bw

this is a wrapper around existing bandwidth selection rules

Parameters:

• x (array_like) – Array for which to get the bandwidth

• bw (str) – name of bandwidth selection rule, currently supported are: normal_reference, scott, silverman

• kernel (not used yet)

Returns:

bw – The estimate of the bandwidth

Return type:

float