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projection pursuit

3 messages · lmsilva@fe.up.pt, Brian Ripley

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Dear helpers

Does R have a package that performs projection pursuit density estimation? Or 
anyone knows code in Matlab or C for example to do this?

Thank you all

Luis
1 day later
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I don't think anyone has actually answered this.  PPDE is a technical 
term, defined in

Friedman, Steutzle and Schroeder (1984) Projection pursuit density
estimation. Journal of the American Statistical Association,
79(387):599-608, September 1984.

I don't know of an R implementation, but have known of S ones (to which I
no longer have access).

If that is not what you mean by PPDE, please give us the reference(s) you 
have in mind.
On Wed, 17 Mar 2004 lmsilva at fe.up.pt wrote:

            

  
    
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This is exactly what I mean by PPDE. I was reading the paper you mention below 
and I was looking for already implemented code in languages like R, Matlab or 
C.

Thank you all
Luis