> From: [EMAIL PROTECTED] > > Luis, > > See the fastICA package, in particular the final example in > the function > fastICA's help page. This doesn't leave you with density > estimates, but > with projection-pursuit directions; you still have to figure > out how to fit > a density estimate to the rotated data. Actually, as I understand it, > XGobi also finds directions but does not fit a density. However, any > multivariate density estimator ought to be applicable. I'm > not aware at > the moment of the tools R offers for multivariate density > estimation, but > I'm sure there are multiple possibilities.
I believe locfit() can handle up to 5 dimensions. > _The Elements of Statistical Learning_ by Hastie, Tibshirani, > and Friedman > mention a "trick" to use classification tools (which model class > probabilities) to estimate density. Fundamentally, generate > data from a > reference distribution, and use the classification tool to estimate > probability of observed data (as opposed to generated data) > as a function > of the inputs. These probabilities, normalized to integrate > to 1, form a > density estimate. Since there are so very many classification tools > available, this trick offers a lot of flexibility. Leo Breiman had talked about this `trick' in his early presentations on random forest. However, from my limited experiment, this is an extremely poor way of estimating density. Has anyone else tried it? Cheers, Andy > Good luck. > > Jim Garrett > Baltimore, Maryland, USA > > > ********************************************************************** > This message is intended only for the designated > recipient(s...{{dropped}} > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > > ------------------------------------------------------------------------------ Notice: This e-mail message, together with any attachments,...{{dropped}} ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html