kernel2width( vX, vY, wx, wy[, int method=0, int grid=32]) returns the 2D kernel density optimal bandwidths (wx, wy) of X scale and Y scale for datasets (vX, vY) using two different methods.
Bivariate Kernel Density Estimator method is used.
This method offers bandwidth based on linear diffusion process.
Rule of Thumb method is used.
The estimation of wx and wy simply can be calculated by:
where n is the size of vector vX or vY, is the sample standard variation for dataset vX, and for dataset vY accordingly.