RE: [R] Multivariate kernel density estimation

From: Liaw, Andy <andy_liaw_at_merck.com>
Date: Mon 02 May 2005 - 23:34:47 EST


locfit() in the `locfit' package should be able to handle at least 5 dimensions, but you need tons of data and either lots of time or a very fast computer. ssden() in the `gss' package will handle up to 4 dimensions. Those are the only two I know about. Others may well know better.

HTH,
Andy

> From: Stephan Tolksdorf
>
> Hi,
>
> 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?
>
> Regards,
> Stephan
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Mon May 02 23:41:39 2005

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