multivariate kernel density?
miquel.cabanas at uab.es
Thu Sep 21 06:16:20 CDT 2006
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.,
The code is adapted from Anders Holtsberg's matlab toolbox (stixbox).
GPL. Statistics toolbox for Matlab, Octave, and Matcom/Mideva.
GPL. Written in python. Don't know how difficult would be to port the
A google-search for epanechnikov at the r-project.org site returns
several R packages on this subject. They all should be GPLed.
GPL. Written in Java, again, don't know how difficult...
look for a file called LWL.java
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.
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
More information about the Help-octave