Hi all,

I'm trying to compute adaptive kernel density estimation in R (multivariate
data), using the k-nearest neighbour method for selecting the bandwidth.

I found locfit (only for univariate) and I tried the Kernsur in GenKern
package (which says it can use non equally spaced and adaptive bandwidths)
but I don't know how the bandwidth slection works in this case.

Any suggestion is welcome.

Thanks

Sandra Oliveira

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