Dear All,

I was wondering whether someone has created a kernel density evaluator that
estimates the density at given specified points.

The regular density() function evaluates the kernel at equidistant points,
but I am interested in doing such evaluation along a list of values
existing in a pre-specified vector. (Similar to the option at() in the
kdensity command in Stata).

This question has appeared before in the R-list, most recently in 2011 in :

http://tolstoy.newcastle.edu.au/R/e14/help/11/06/5232.html

There another list member suggested programming a home-made evaluator.
While the posted solution works, it is not as general, nor as fast as
density(). So I was wondering whether someone had recently came up with a
more efficient way of doing this.

N.B. Many users have suggested using some sort of interpolation over the
values provided by density(). However, for the problem I have at hand this
is not what I need.

Any help will be appreciated.
Robert

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