[R] Good and modern Kernel Regression package in R with auto-bandwidth?

[Bert Gunter]

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]]
> 
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