Re: multivariate kernel density?

[Miquel Cabanas]

http://www.cepremap.cnrs.fr/dynare/
Dynare is a pre-processor and a collection of MATLAB or SCILAB routines
which solve non--linear models with forward looking variables.
Cannot find any insight about the license terms, but some code is
derived work from GPL code, e.g.,

https://www.cepremap.cnrs.fr/websvn/filedetails.php?repname=repos
+1&path=%2Fdynare_v3%2Fmatlab%2Fkernel_density_estimate.m&rev=6&sc=1
The code is adapted from Anders Holtsberg's matlab toolbox (stixbox).

http://www.maths.lth.se/matstat/stixbox/
GPL. Statistics toolbox for Matlab, Octave, and Matcom/Mideva.

http://www.python.net/crew/jsaenz/KPDF/
GPL. Written in python. Don't know how difficult would be to port the
code.

http://www.google.com/search?hl=en&lr=&q=Epanechnikov+site%
3Ar-project.org&btnG=Search
A google-search for epanechnikov at the r-project.org site returns
several R packages on this subject. They all should be GPLed.

http://astrostatistics.psu.edu/statcodes/sc_density.html

http://www.cs.waikato.ac.nz/~ml/weka/
GPL. Written in Java, again, don't know how difficult...
look for a file called LWL.java

http://ltilib.sourceforge.net/doc/homepage/index.shtml
GNU Lesser General Public License. The LTI-Lib is an object oriented
library with algorithms and data structures frequently used in image
processing and computer vision.

Miquel


On Thu, 2006-09-21 at 11:27 +0200, Michael Creel wrote:
> I'm planning on writing some Octave functions for multivariate kernel 
> density estimation, initially Epanechnikov product kernels with 
> bandwidth selection by leave 1 out cross validation, and then maybe 
> extensions. If anyone has pointers to GPL code that could be useful, 
> please let me know. Thanks, Michael