Usage: |
mh = regxestp(x {,h {,K} {,v} })
|
Input: |
| x | n x (p+1), the data. In the first p columns
the independent variables, in the last column
the dependent variable.
|
| h | scalar, p x 1 or 1 x p, bandwidth. If not
given, 20% of the range of x[,1:p] is used.
|
| K | string, kernel function on [-1,1] or Gaussian
kernel "gau". If not given, the Quartic kernel
"qua" is used.
|
| v | m x p, values of the independent variable on
which to compute the regression. If not given,
a grid of length 100 (p=1), length 30 (p=2)
and length 8 (p=3) is used in case of p<4. When
p>=4 then v is set to x.
|
Output: |
| mh | n x (p+1) or m x (p+1) matrix, the first p columns
contain the grid or the sorted x[,1:p], the
second column contains the regression estimate
on the values of the first p columns.
|