Local Cubic Regression Smoother Matrix

Convenience function for Local Polynomial Regression with degree 3.

Usage

S.LCR(tt, h, Ker = "norm", w = NULL, cv = FALSE)

Arguments

tt

Evaluation points (numeric vector).

h

Bandwidth parameter.

Ker

Kernel function or name.

w

Optional weights vector.

cv

Logical. If TRUE, compute leave-one-out cross-validation matrix.

Value

An n x n smoother matrix S.

Examples

tt <- seq(0, 1, length.out = 50)
S <- S.LCR(tt, h = 0.15)