Cross-correlated variables in kernel density estimation
Hi, I am wondering if the kde2d 2-D kernel density estimation function in the MASS package can take into account the effect of correlations between the variables. I couldn't find any achieved information on this issue. Unfortunately, I don't have the 2002 edition of Modern Applied Statistics with S by Venables and Ripley in case it was described there. Thanks in advance. Adam ---------------------------------------------------------------------------- Adam Kenea Gobena Research Assistant, Water Resources Engineering Department of Civil & Environmental Engineering 220 Civil/Electrical Eng Bldg University of Alberta Edmonton, AB CANADA T6G 2G7