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Multivariate KDE (Kernel Density Estimation)

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I was wondering if I can apply KDE (Kernel Density Estimation) methods to get multivariate function from my plot sample.

 

This is my previous post and k-means does not satisfy my needs:  http://www.gamedev.net/topic/667618-contours-and-cluster-algorithm/

 

Any good open source library or code where I can calculate a KDE multivariate function?

 

Thanks !

Edited by fs1

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