lpreba: lpreba: Local polynomial regression with option for explicit...
In svjaco/lpreba: Local Polynomial Regression with Option for Explicit Boundary Adjustment
Description
Functions
Author(s)
Description
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.
Functions
LP Local polynomial estimator.
NW_boundary Boundary-adjusted Nadaraya-Watson estimator.
CV_error_fun Leave-one-out cross-validation (LOOCV) error.
bw_CV_fun CV optimal bandwidth.
confidence_intervals_LP Asymptotic confidence intervals for the local polynomial estimator.
Author(s)
Sven Jacobs.
svjaco/lpreba documentation built on March 4, 2022, 12:42 a.m.
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Description Functions Author(s)
Description
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.
Functions
LP | Local polynomial estimator. |
NW_boundary | Boundary-adjusted Nadaraya-Watson estimator. |
CV_error_fun | Leave-one-out cross-validation (LOOCV) error. |
bw_CV_fun | CV optimal bandwidth. |
confidence_intervals_LP | Asymptotic confidence intervals for the local polynomial estimator. |
Author(s)
Sven Jacobs.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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