Re: multivariate kernel density?

[Paul Kienzle]

The octave wiki is an excellent place to put links to packages.
I added those below to

        http://wiki.octave.org/wiki.pl?CategoryStatistics

Please edit the info there once you have more information.

- Paul

On Sep 21, 2006, at 7:16 AM, Miquel Cabanas wrote:

> 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
>
>
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