The locfit package can do adaptive bandwidth selection.  The book "local
regression and likelihood" by Prof. Loader describes the software as well as
the theory and computation, etc.

HTH,
Andy

> From: Kwabena Adusei-Poku
> 
> Hi,
> 
> Can anybody tell me how to implement variable bandwidths  for kernel
> density estimation in "R". You may also direct me to a package.
> 
> Regards,
> 
> Kwabena
> 
> --------------------------------------------
> Kwabena Adusei-Poku
> University of Goettingen
> Institute of Statistics and Econometrics
> Platz der Goettingen Sieben 5
> 37073 Goettingen
> Germany
> Tel: +49-(0)551-394794
> 
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