Adaptive Kernel Density Estimation?

Variable kernel density estimation - Wikipedia, the free encyclopedia

Hi everyone,

I am currently writing an algorithm using C, to perform an adaptive/variable kernel density estimation. I have been trying to use the NAG library which I am sure a lot of you are familiar with. I went through the documentation (NAG C Library - Supporting Documentation | Numerical Algorithms Group) but I was unable to find anything suitable. Does anyone have any ideas to point me in the right direction? Cheers!!