Re: [R] Bivariate kernel density bandwidth selection

2010-12-09 Thread Gaj Vidmar
I'm faar from knowledgeable on R or kernel density estimation (or many other statistical things for that matter), but allow me a simplistic suggestion: I remember that in a package I co-authored quite some time ago (chplot -- maybe you might have a look at what it does) we use bkde2D from the

[R] Bivariate kernel density bandwidth selection

2010-12-09 Thread Glen Sargeant
I've been trying to implement bivariate kernel density estimation. For data like mine, function "kde" from package "ks" with bandwidth matrix derived by function "Hscv" seems like a very good choice. Unfortunately, Hscv seems unmanageably slow except for very small sample sizes (up to a few hund