vega-statistics/src/bandwidth.js

Statistical routines and probability distributions.

import quartiles from './quartiles.js';
import {deviation} from 'd3-array';

// Scott, D. W. (1992) Multivariate Density Estimation:
// Theory, Practice, and Visualization. Wiley.
export default function(array, f) {
  const n = array.length,
        d = deviation(array, f),
        q = quartiles(array, f),
        h = (q[2] - q[0]) / 1.34,
        v = Math.min(d, h) || d || Math.abs(q[0]) || 1;
  return 1.06 * v * Math.pow(n, -0.2);
}