I've noticed that function kernel_optimal_bandwidth() in econometrics package does not work (I'm using Octave 3.0.3 with packages from Windows installer):
example: data = rand(100,1); h = kernel_optimal_bandwidth(data, []) output: error: `LAM_Init' undefined near line 77 column 3 error: evaluating if command near line 74, column 2 error: called from `kernel_density' in file `C:\Program Files\Octave\share\octav e\packages\econometrics-1.0.7\kernel_density.m' error: evaluating assignment expression near line 2, column 8 error: called from `kernel_density_cvscore' in file `C:\Program Files\Octave\sha re\octave\packages\econometrics-1.0.7\kernel_density_cvscore.m' error: invalid conversion from real matrix to real scalar [... above error repeated many times ...] error: evaluating assignment expression near line 51, column 13 error: evaluating if command near line 50, column 2 error: called from `kernel_optimal_bandwidth' in file `C:\Program Files\Octave\s hare\octave\packages\econometrics-1.0.7\kernel_optimal_bandwidth.m' error: evaluating assignment expression near line 16, column 3 I think this is caused by function kernel_density_cvscore, which calls kernel_density with wrong arguments (interface to kernel_density was changed in SVN revision 4284). I'm attaching patch to kernel_density_cvscore which seems to fix this problem (but as I know very little about kernel density estimators, it would be better if somebody more knowledgeable checked if it really works). Regards Ivan Sutoris
kernel_density_cvscore.patch
Description: Binary data
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