svjaco/lpreba: Local Polynomial Regression with Option for Explicit Boundary Adjustment

The package implements the local polynomial regression estimator of arbitrary degree. Estimates for the regression function (conditional mean), its first and second derivative can be obtained. Moreover, computation of effective kernels (i.e. effectively assigned weights in the kernel smoothing process) is provided. Different compactly supported kernels (Uniform, Epanechnikov, etc.) are available. For local constant regression (Nadaraya-Watson), explicit boundary adjustment via boundary kernels can be conducted. Different boundary kernels are available. Additional functionality includes bandwidth selection via cross-validation and the computation of asymptotic confidence intervals.

install.packages("remotes")
remotes::install_github("svjaco/lpreba")