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bins
2004 Feb 12
1
Kernel Density Estimator for 2D Binned Data
Dear All,
I am researching financial market microstructure and have approx 4 x
10^7 multivariate 2D data samples which I have counted into a 250 x 390
bin matrix (frequency counted 2D histogram) in order to more efficiently
manage the volume of data.
I now wish to construct a smooth kernel density estimate (Gaussian
kernel function) using this binned data.
Does anyone in the R community know