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