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st: New kernel density package on SSC: -kdens-


From   "Jann Ben" <ben.jann@soz.gess.ethz.ch>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: New kernel density package on SSC: -kdens-
Date   Wed, 12 Oct 2005 19:19:13 +0200

Thanks to Kit Baum, a new package called -kdens-
is available from SSC. 

-kdens- provides high-end univariate kernel density 
estimation tools. -kdens- supplements official Stata's 
-kdensity- and also incorporates and extends the 
capabilities of various pervious user add-ons such 
as -adgakern-, -bandw-, -varwiker-, -akdensity-, or
-asciker-.

Important features of -kdens- are:

 * adaptive (variable bandwidth) estimation is 
   supported

 * several automatic bandwidth selectors including the
   Sheather-Jones plug-in estimate are available

 * pointwise variance and confidence interval estimation 
   is supported

 * boundary correction for variables with bounded domain 
   is supported

 * fast binned approximation estimation is available

To install -kdens-, type

 . ssc install kdens

and then type

 . help kdens

to view the helpfile. Furthermore, an overview of the 
formulas used by -kdens- is available from

 http://fmwww.bc.edu/RePEc/bocode/k/kdens.pdf

Note that -kdens- requires the -moremata- package. To 
install -moremata-, type

 . ssc install moremata


Comments and suggestions are highly welcome!

ben


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