search for: ihler

...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....