Michael
2012-Feb-22 19:46 UTC
[R] Good and modern Kernel Regression package in R with auto-bandwidth?
Hi all, I am looking for a good and modern Kernel Regression package in R, which has the following features: 1) It has cross-validation 2) It can automatically choose the "optimal" bandwidth 3) It doesn't have random effect - i.e. if I run the function at different times on the same data-set, the results should be exactly the same... I am trying "np", but I am seeing: Multistart 1 of 1 | Multistart 1 of 1 | ... It looks like in order to do the optimization, it's doing multiple-random-start optimization... am I right? Could you please give me some pointers? I did some google search but there are so many packages that do this... I just wanted to find the best/modern one to use... Thank you! [[alternative HTML version deleted]]
Bert Gunter
2012-Feb-22 23:03 UTC
[R] Good and modern Kernel Regression package in R with auto-bandwidth?
Would you like it to do your your taxes for you too? :-) Bert Sent from my iPhone -- please excuse typos. On Feb 22, 2012, at 11:46 AM, Michael <comtech.usa at gmail.com> wrote:> Hi all, > > I am looking for a good and modern Kernel Regression package in R, which > has the following features: > > 1) It has cross-validation > 2) It can automatically choose the "optimal" bandwidth > 3) It doesn't have random effect - i.e. if I run the function at different > times on the same data-set, the results should be exactly the same... I am > trying "np", but I am seeing: > > Multistart 1 of 1 | > Multistart 1 of 1 | > ... > > It looks like in order to do the optimization, it's doing > multiple-random-start optimization... am I right? > > > Could you please give me some pointers? > > I did some google search but there are so many packages that do this... I > just wanted to find the best/modern one to use... > > Thank you! > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
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