//The math here was taken from https://github.com/jasondavies/science.js/blob/master/src/stats/bandwidth.js

let len = x => E.A.length(x) |> float_of_int

let iqr = x => Jstat.percentile(x, 0.75, true) -. Jstat.percentile(x, 0.25, true)

// Silverman, B. W. (1986) Density Estimation. London: Chapman and Hall.
let nrd0 = x => {
  let hi = Js_math.sqrt(Jstat.variance(x))
  let lo = Js_math.minMany_float([hi, iqr(x) /. 1.34])
  let e = Js_math.abs_float(x[1])
  let lo' = switch (lo, hi, e) {
  | (lo, _, _) if !Js.Float.isNaN(lo) => lo
  | (_, hi, _) if !Js.Float.isNaN(hi) => hi
  | (_, _, e) if !Js.Float.isNaN(e) => e
  | _ => 1.0
  }
  0.9 *. lo' *. Js.Math.pow_float(~base=len(x), ~exp=-0.2)
}

// Scott, D. W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. Wiley.
let nrd = x => {
  let h = iqr(x) /. 1.34
  1.06 *.
  Js.Math.min_float(Js.Math.sqrt(Jstat.variance(x)), h) *.
  Js.Math.pow_float(~base=len(x), ~exp=-1.0 /. 5.0)
}