R Programming/Non Parametric

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  • spline
  • loess

[edit] Resources

  • np package
    • Hayfield, T. and J. S. Racine (2008), "Nonparametric Econometrics: The np Package," Journal of Statistical Software, Volume 27, Number 5, [1] .
    • Hayfield, T. and J. S. Racine (2007), "The np Package," RNews, Volume 7, pp 36-43.
  • library(KernSmooth) This includes the locpoly() function.
  • library(mgcv) for GAM models
  • library(spline)
  • The locfit package
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