[R] Reference for npconmode (in the np package)?

Barnet Wagman b.wagman at comcast.net
Thu May 31 01:34:09 CEST 2007


The np package contains a function called npconmode which performs
'kernel modal regression'.  Does anyone know of a reference that
explains this?  The R documentation cites Li and Racine's book, but I
couldn't find any reference to kernel modal regression in it.

I gather that this is the preferred function for a nonparametric
regression with a discrete dependent variable.  Based on Li and Racine,
I would have thought that a conditional conditional density estimation
(i.e. npcdens) was the way to accomplish this.  I'd like to understand
the difference.

thanks,

b. wagman



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