kre(x, y, h, kernel = c("epan", "unif", "tria", "quar", "triw", "tric", "gaus", "cos"), plot = FALSE)
"unif"
(uniform), "tria"
(triangular), "epan"
(epanechnikov), "quar"
(quartic), "triw"
(triweight), "tric"
(tricube), "gaus"
(gaussian) and "cos"
(cosine). The default is "epan"
. x
(first column), the original data of response variable y
(second column), and the fitted values of response yhat
(third column). Li, Q., Racine, J. (2007). Nonparametric Econometrics: Theory and Practice. Princeton University Press. ISBN 0-691-12161-3.
Nadaraya, E. A. (1964). On Estimating Regression. Theory of Probability and its Applications 9(1): 141-2.
x <- rnorm(100)
y <- 1 + 4*x^2 + rnorm(100)
kr <- kre(x,y, kernel = "epan", plot = TRUE)
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