This is exactly what I mean by PPDE. I was reading the paper you mention below 
and I was looking for already implemented code in languages like R, Matlab or 
C.

Thank you all
Luis


> I don't think anyone has actually answered this.  PPDE is a technical 
> term, defined in
> 
> Friedman, Steutzle and Schroeder (1984) Projection pursuit density
> estimation. Journal of the American Statistical Association,
> 79(387):599-608, September 1984.
> 
> I don't know of an R implementation, but have known of S ones (to which I
> no longer have access).
> 
> If that is not what you mean by PPDE, please give us the reference(s) you 
> have in mind.
> 
> 
> On Wed, 17 Mar 2004 [EMAIL PROTECTED] wrote:
> 
> > Does R have a package that performs projection pursuit density estimation?
> Or 
> > anyone knows code in Matlab or C for example to do this?
> 
> 
> -- 
> Brian D. Ripley,                  [EMAIL PROTECTED]
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
> 
>

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