[R] Question about the high dimensional density estimation

[Liaw, Andy]

> From: Jason Turner [mailto:jasont at indigoindustrial.co.nz] 
> 
> hungy at stat.ncu.edu.tw wrote:
> > Hi,
> > I found that the R package "KernSmooth" can deal with
> > only 1D and 2D data. But now I have a collection of
> > 4-dimensional data (x1,x2,x3,x4) and would like to estimate
> > the "mode" of the underlying density. What can I do
> > about it ?
> 
> The gss package might do what you want here.
> 
> Cheers
> 
> Jason
> -- 
> Indigo Industrial Controls Ltd. 
> http://www.indigoindustrial.co.nz 64-21-343-> 545 
> jasont at indigoindustrial.co.nz

 
I believe the `locfit' package will do as well, using local polynomials.

HTH,
Andy