Does the Equation of Silverman'r rule under MVKSDENSITY function is correct?
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Dear All, For the equation of Smoothing window parameter, MATLAB built-in function utilize the Silverman'r rule (it is Silverman instead of Scott rule, see the thread here Scoot or Silverman).
With reference from previous studies, the Silverman's equation as in the picture below
Whereas, the equation use in Matlab (see MVKSDENSITY, line 318) is
sig * (4/((d+2)*N))^(1/(d+4));
The obvious different in the equation used in MATLAB function is, absent of the negative sign in the (1/(d+4))
I really appreciate if someone can give some feedback whether the absent of the negative sign is deliberate or due to some type?
Thanks in advance.
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