two stage method hyperparameters

[ArnoStrouwen]

Could it be documented if/how the width and weights of the kernels are adapted based on the frequency of the data?
In particular if the time between measurements is not equal.

e.g. where things like

DiffEqParamEstim.jl/src/two_stage_method.jl

Line 56 in 5866c32

h = (n^(-1 / 5)) * (n^(-3 / 35)) * ((log(n))^(-1 / 16))

come from

[ChrisRackauckas]

yes, that would be nice to add.

[sathvikbhagavan]

@ChrisRackauckas, do you know from where the formula for bandwidth is taken? I am unable to locate the source.

[ChrisRackauckas]

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2631937/