IDEAS home Printed from https://ideas.repec.org/c/boc/bocode/g00004.html
 

Fast Implementation Of The Kernel Density Code

Author

Listed:
  • Yuriy Tchamourliyski

    (Boston College)

Programming Language

GAUSS

Abstract

The archive contains fast implementation of the Gauss program for weighted kernel density estimation. The code runs substantially faster (about 20 times faster) compared to the direct implementation, however this version works only under Gauss for Windows (requires dlibrary). The code uses a dll library compiled from Fortran code, and callable from the Windows version of Gauss. The Fortran code is also included, and can be used to compile a library callable from Gauss for Dos, and Gauss for Unix. See the Readme file for details. This version does not allow the user to change the kernel weighting function (the default is the standardized quartic kernel), or distinguish between continuous and discrete regressors when calculating the weighted density estimate.

Suggested Citation

  • Yuriy Tchamourliyski, 2002. "Fast Implementation Of The Kernel Density Code," Statistical Software Components G00004, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:g00004
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/semip.zip
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    kernel density estimation; GAUSS;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:g00004. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/debocus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.