Main Features
The functions in the package use kernel methods to construct
nonparametric estimates of density functions and regression curves in a
variety of settings, and to perform some inferential operations. Specifically, density estimates can be constructed for 1-, 2- and
3-dimensional data. Nonparametric regression for continuous data can be
constructed with one or two covariates, and a variety of
tests can be carried out. Several other data types can be
handled, including survival data, time series, count and binomial
data.Functions
The main functions are sm.density and sm.regression; other
functions intended for direct access by the user are:
h.select, binning,
sm.ancova, sm.autoregression, sm.binomial,
sm.binomial.bootstrap, sm.poisson, sm.poisson.bootstrap,
sm.options, sm.rm, sm.script, sm.sphere,
sm.survival, sm.ts.pdf, sm.variogram, sm.pca. There are undocumented functions which are called by these.Scripts
The function sm.script is used to run a set of examples (called
scripts) presented in the book quoted below. These scripts are
associated with the package but the package can be used independently of
them. The scripts are generally based on the functions of the package
sm, but a few of them make used of the gam package.Requirements
R version >= 2.1.0. Packages gam and akima are used by
some of the scripts launched via sm.script, but they are not
used by the functions of this package.Details
The book by Bowman and Azzalini (1997) provides more detailed and
background information. Algorithmic aspects of the software are
discussed by Bowman & Azzalini (2003). Differences between the first
version of the package, described in the book, and the current one are
summarized in the file history.txt which is distributed with
the package.Acknowledgements
Important contributions to prototype versions of functions for some
specific techniques included here were made by a succession of students;
these include Stuart Young, Eileen Wright, Peter Foster, Angela Diblasi,
Mitchum Bock and Adrian Hines. We are grateful for all these
interactions. These preliminary version have been subsequently
re-written for inclusion in the public release of the package, with the
exception of the functions for three-dimensional density estimation,
written by Stuart Young. We also thank Luca Scrucca who made useful
comments and who has ported the software to XLispStat.
We are particularly grateful to Brian Ripley for substantial help in
the production of installation files, the creation of MS-Windows
versions, initial porting of the software from S-Plus to R and for
maintaining the package on CRAN for several years.Licence
This package and its documentation are usable under the terms of the "GNU
General Public License", a copy of which is distributed with the package.