multivariate kernel density?
michael.creel at uab.es
Fri Sep 22 02:24:10 CDT 2006
Hi Miquel and Paul,
Thanks for the links, Miquel. Another one I've found is
http://www.ics.uci.edu/~ihler/code/kde.shtml which has C code for
Matlab licensed as LGPL. Of the links below, I don't think that dynare
has much to do with kernel density estimation - it's for DSGE models,
I think. The kernel stuff in stixbox is univariate only - code like
this is widely available. The python KPDF stuff is limited to 3
dimensions. I'll have some Octave code with more functionality shortly.
I can't edit the wiki at the moment, but I think dynare needs to be
classified elsewhere. I would try to limit a list like this to "best
of breed" software.
Paul Kienzle wrote:
> The octave wiki is an excellent place to put links to packages.
> I added those below to
> Please edit the info there once you have more information.
> - Paul
> On Sep 21, 2006, at 7:16 AM, Miquel Cabanas wrote:
>> 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
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