nonparametric density estimation
- To: mathgroup at smc.vnet.net
- Subject: [mg34575] nonparametric density estimation
- From: "Dr.Robert Volèjak" <robert.volcjak at guest.arnes.si>
- Date: Wed, 29 May 2002 02:44:17 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Hi. I need to calculate probability density estimate according to a given kernel function k(x) of a given data set or time series. I have already tried that using the definition but it is sooo slow... Is there any fast algorithm to implement it in Mathematica? Thanks. Robert