statsmodels/statsmodels — pull request #408 by gpanterov (2012-07-24 14:36:46+00:00)
Title: Nonparametric density

Nonparametric Density estimators. Conditional and Unconditional multivariable mixed data estimation available with plug-in (normal-reference) and data-driven bandwidth selection methods (cross-validation least squares and cross-validation maximum likelihood).