hello I have recently started using the LOCFIT package, together with Clive Loader's book. I need to implement some method for automatic (plug-in) bandwidth selection in a multivariate kernel regression. From the book, and the LOCFIT documentation, it is not clear whether this is possible. As far as I can see, the only time the various automated procedures, e.g., SJPI, are used is in the kdeb function, which is for preparing a summary comparison of various selection methods, and only for a *univariate kernel density. *Does anyone here know of a way to implement automatic (plug-in) bandwidth selection for kernel regression, maybe with some R function that calls LOCFIT? Or can you suggest a good alternative package for this, either in R/Matlab or a stand-alone?
Thanks a lot, and regards ______________________________________________ R-help@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.
