[R] Cross-correlated variables in kernel density estimation

[Prof Brian Ripley]

Yes it can and it is in the reference.

On Tue, 16 Nov 2004, Adam Gobena wrote:

> Hi,
> I am wondering if the kde2d 2-D kernel density estimation function in the
> MASS package can take into account the effect of correlations between the
> variables. I couldn't find any achieved information on this issue.
> Unfortunately, I don't have the 2002 edition of Modern Applied Statistics
> with S by Venables and Ripley in case it was described there.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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