Rules of Thumb Estimator

The Rules of Thumb Estimator (ROT) is the estimator for calculating the bandwidth of a kernel density estimation based on rules of thumb. It is particularly useful when you want to quickly estimate the bandwidth if your underlying data is close to a Gaussian distribution.

There are currently two implemented rules of thumb:

• Silverman's rule ^[1]
• Scott's rule ^[2]

Usage

To use this estimator, call the estimate_density! method and pass :rot to the estimation_method argument.

estimate_density!(density_estimation, :rot; kwargs...)

Available Keyword Arguments

• method: The method to use for the estimation. Options are :serial, :threaded, or :cuda. Default is :serial for CPU and :cuda must be selected for CUDA devices.
• rule_of_thumb: The rule of thumb to use for the bandwidth estimation. Current options are :silverman or :scott. Default is :scott.