Aug. 27, 2010
6:17 p.m.
Hi all, I was thinking of renovating the kernel density estimation package (although no promises; I'm leaving for college tomorrow morning!). I was wondering: a) whether anyone had started code in that direction b) what people want in it I was thinking (as an ideal, not necessarily goal): - Support for more than Gaussian kernels (e.g. custom, uniform, Epanechnikov, triangular, quartic, cosine, etc.) - More options for bandwidth selection (custom bandwidth matrices, AMISE optimization, cross-validation, etc.) - Assorted conveniences: automatically generate the mesh, limit the kernel's support for speed So, thoughts anyone? I figure it's better to over-specify and then under-produce, so don't hold back. Thanks, Sam