One of the real advances (in my humble oppinion of course) of 2003 is
the Very Fast Multivariate Kernel Density Estimation algorithm by Alex
Gray which achieves several order of speed improvement by using
Computational Geometry to organize the data. The algorithm is now
implemented in C++ with Mathlab interface by Alexander Ihler of MIT:
http://ssg.mit.edu/~ihler/code/kde.shtml
I wondered if a capable R and C++ user here would make it available to
R users. That would be very useful to many people here. I wanted to do
it myself. But I do not know C, let alone C++. I gave up after studying
the code for two days.
Thank you.
Jason
====Jason G. Liao, Ph.D.
Division of Biometrics
University of Medicine and Dentistry of New Jersey
335 George Street, Suite 2200
New Brunswick, NJ 08903-2688
phone 732-235-5429, fax (732) 235-5464
http://www.geocities.com/jg_liao
