That's interesting -- I was just going to write that you can dig into
kdensity.ado to put in your own kernel... but you cannot, it is indeed
in the executable. I think it used to be out there in ado files a
version or two ago, so if you have previous reincarnations of Stata (I
have my Stata 5 somewhere deep on the CD backups...), you can (i) copy
kdensity.ado into a new file, say mykdens.ado; (ii) change the program
name at the top; (iii) put your own kernel; (iv) see Stata crash...
On 2/3/06, Nick Cox <[email protected]> wrote:
> At worst, I think you need to write everything
> yourself.
>
> For speed (and possibly other reasons) the
> hard work in -kdensity- is handed to part of
> the executable and I can't see any hooks for
> using your own kernel. So cloning -kdensity-
> would get only part of the way there.
>
> Alternatively, Ben Jann's -kdens- package
> seems more transparent.
>
> Nick
> [email protected]
>
> D'Exelle Ben
>
> > I need to make a kernel density estimation with a kernel
> > function that is not supported by the kdensity command. Is
> > there a way to define your own specific kernel function
> > within the kdensity command? If this is not possible within
> > the kdensity command, is there another way to make kernel
> > estimations with user-defined kernel functions?
>
> *
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>
--
Stas Kolenikov
http://stas.kolenikov.name
*
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