IOANNA IOANNOU
2015-Mar-05 10:46 UTC
[R] gaussian Kernel smoothing using Nadaraya-Watson estimator and confidence bands
Hello, I have a database and I would like to fit a Nadaraya-Watson Gaussian kernel estimator and produce the confidence bands around the mean estimate. Any ideas how to do this with R? I cannot find a way to produce the confidence bands. I will use a fixed bandwidth. Lets use this database for illustration purposes: d <- data.frame(x = runif(N)) d$y <- d$x^2 - d$x + 1 + (1+d$x)*rnorm(N, sd = 0.1) Any help much appreciated. Best, Ioanna