The locfit package can do adaptive bandwidth selection. The book "local regression and likelihood" by Prof. Loader describes the software as well as the theory and computation, etc. HTH, Andy
From: Kwabena Adusei-Poku Hi, Can anybody tell me how to implement variable bandwidths for kernel density estimation in "R". You may also direct me to a package. Regards, Kwabena -------------------------------------------- Kwabena Adusei-Poku University of Goettingen Institute of Statistics and Econometrics Platz der Goettingen Sieben 5 37073 Goettingen Germany Tel: +49-(0)551-394794
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