Usage: |
mh = lregestp(x {,h {,K {,d}}})
|
Input: |
| x | n x (p+1), the data. They contain the
independent variables in the first p columns
and the dependent variable in the last column.
|
| h | scalar or p x 1 vector, bandwidth. If not
given, 20% of the volume of x[,1:p] is used.
|
| K | string, kernel function on [-1,1]^p. If not given,
the product Quartic kernel "qua" is used.
|
| d | scalar, discretization binwidth. d[i] must be
smaller than h[i]. If not given, the minimum of h/3
and (max(x)-min(x))'/r, with r=100 for p=1, and
r=(1000^(1/p)) for p>1 is used.
|
Output: |
| mh | m x (p+1) matrix, the first p columns constitute
a grid and the last column contains the regression
estimate on that grid. |