Philipp Kunze
2010-Oct-13 06:21 UTC
[R] Local linear regression: where can I find kernels?
Hi there, What I'm trying to do is to calculate the line coefficients of a local linear regression model "by hand". I'm aware that there are many great packages out there that calculate the local expectation E(y|x) with local linear regression, but that's not what I need. I need the coefficients of the line that was fitted locally. So, does anybody know of a package that gets me those coefficients? If not, I would calculate the values "by hand" with a local least square fit using kernel weights on my data. To do so, I need a function that calculates kernel weights, i.e. K_h(x-x_i). Which function can I use? Any help would be greatly appreciated! Best regards, Philipp