locfit() in the `locfit' package should be able to handle at least 5 dimensions, but you need tons of data and either lots of time or a very fast computer. ssden() in the `gss' package will handle up to 4 dimensions. Those are the only two I know about. Others may well know better.
HTH, Andy > From: Stephan Tolksdorf > > Hi, > > I need to estimate the density at the mean of a sample of a few > thousands data points with a dimesion up to 5. The data is > uni-modal and > regularly shaped. > > I couldn't find any kernel density package for R which supports more > than 3 dimensions. Have I overlooked a package or does somebody have > code for this purpose? Any other advice? > > Regards, > Stephan > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > > > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
