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st: kernel density estimation in a large dataset


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: kernel density estimation in a large dataset
Date   Tue, 16 Nov 2004 14:08:46 -0500

Correction to my last posting: 8.5 seconds were spent reading the data. So the actual computation time was
kdensity 18.72 sec
ipolate 0.84 sec
and other stuff, adding up to under 20 sec. to do the density estimation and "prediction" for almost 30,000 obs.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

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