[R] Multivariate kernel density estimation

From: Stephan Tolksdorf <andorxor_at_gmx.de>
Date: Mon 02 May 2005 - 22:28:40 EST


I need to estimate the density at the mean of a sample of a few thousands data points with a dimesion up to 5. The data is uni-modal and   regularly shaped.

I couldn't find any kernel density package for R which supports more than 3 dimensions. Have I overlooked a package or does somebody have code for this purpose? Any other advice?



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