Ridging to handle small bandwidth?

[thomasvigie]

Hi,
Thank you so much for your code.
I was wondering if there was a plan of dealing with small bandwidth, which can create numerical issues.
Cheng,Hall, and Titterington (1997) talks about ridging when bandwidth values are too small.
Do you plan to implement something similar?
The "np" package by Racine and Hayfield in R uses that, and I would love to see it implemented in Julia for my research purposes.
Thanks you !
Thomas Vigié