kernel density estimation

This has come up a while back in the mailing list, but let me add my voice to those who think Igor should support kernel density estimation (but who are too lazy to write it themselves). I note that the required operations are all things Igor can easily do, and there is lots of code available in other languages. It's not something I need enough to want to do it myself, but I would use it (to visualize pdf's, to extract contours of 2d pdf's from experimental data, etc.) if it were available. I have seen it used in several recent articles I have read.

Note that it's not trivial. There are a handful of kernels to support, several ways to compute bandwidth defaults, etc.

Some sources of code:

1d and 2d matlab versions:……


Mathematica supports it via "SmoothKernelDistribution".