[R] Good and modern Kernel Regression package in R with auto-bandwidth?

[Liaw, Andy]

Bert's question aside (I was going to ask about laundry, but that's much harder than taxes...), my understanding of the situation is that "optimal" is in the eye of the beholder.  There were at least two schools of thought on which is the better way of automatically selecting bandwidth, using plug-in methods or CV-type.  The last I check, the jury is still out.

Andy 

> -----Original Message-----
> From: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] On Behalf Of Bert Gunter
> Sent: Wednesday, February 22, 2012 6:03 PM
> To: Michael
> Cc: r-help
> Subject: Re: [R] Good and modern Kernel Regression package in 
> R with auto-bandwidth?
> 
> Would you like it to do your your taxes for you too? :-)
> 
> Bert
> 
> Sent from my iPhone -- please excuse typos.
> 
> On Feb 22, 2012, at 11:46 AM, Michael <comtech.usa at gmail.com> wrote:
> 
> > Hi all,
> > 
> > I am looking for a good and modern Kernel Regression 
> package in R, which
> > has the following features:
> > 
> > 1) It has cross-validation
> > 2) It can automatically choose the "optimal" bandwidth
> > 3) It doesn't have random effect - i.e. if I run the 
> function at different
> > times on the same data-set, the results should be exactly 
> the same... I am
> > trying "np", but I am seeing:
> > 
> > Multistart 1 of 1 |
> > Multistart 1 of 1 |
> > ...
> > 
> > It looks like in order to do the optimization, it's doing
> > multiple-random-start optimization... am I right?
> > 
> > 
> > Could you please give me some pointers?
> > 
> > I did some google search but there are so many packages 
> that do this... I
> > just wanted to find the best/modern one to use...
> > 
> > Thank you!
> > 
> >    [[alternative HTML version deleted]]
> > 
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> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> 
> ______________________________________________
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> PLEASE do read the posting guide 
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