I understand that Prof. Ripley is largely responsible for the many kernel density estimation functions in R, especially the bw.SJ functions for the popular Sheather and Jones bandwidth selector. We have recently developed a new bandwidth selector that significantly improves SJ selector for difficult densities that deviates severely from normality but retains the superior performance of SJ selector for smoother ones. The paper (to appear in Journal of nonparametric statistics) is available at
http://www.geocities.com/jg_liao/papers/kernel.pdf and the R function bw.liao is at http://www.geocities.com/jg_liao/software/bw_liao.txt The algorithm and R function appears to be very stable as it has processed more than 20000 datasets without problem. We would love to work with Prof. Ripley or other R core member to make the new method part of R stats. Thanks. Jason Jason Liao, http://www.geocities.com/jg_liao [[alternative HTML version deleted]] ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
