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Re: kernel density smoother?


From: Michael Creel
Subject: Re: kernel density smoother?
Date: Fri, 12 Mar 2010 23:37:25 -0800 (PST)



forkandwait wrote:
> 
> Is there a standard kernel density smoother for octave?  I don't see it in
> the 
> statistics package in octave forge...  (... wishing there were a
> benevolent 
> dictator of octave libraries....)
> 
> Thanks!
> 
> _______________________________________________
> Help-octave mailing list
> address@hidden
> https://www-old.cae.wisc.edu/mailman/listinfo/help-octave
> 
> 

(Sorry to double post, but I screwed up the first attempt and mixed my
answer into the quote.)

There is kernel density and regression code in the econometrics package:
http://octave.sourceforge.net/econometrics/function/kernel_density.html

I have some newer code that implements local linear kernels, which I'll add
to the package once it's fully cleaned up. The package on OF uses MPITB, if
available. A newer version will come out before long which can use the
openmpi_ext package that was released the other day.

Cheers, Michael


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