[R] Cross validation multivariate kernel regression

Abby Spurdle @purd|e@@ @end|ng |rom gm@||@com
Tue Nov 19 21:14:30 CET 2019

> I am planning to implement Nadaraya-Watson regression model, with

I'm not sure what you mean by "implement".
Write a package, fit a model, or something else...

Reading your whole post, I get the impression you want mid-level
"building blocks", so you customize the model fitting process, in some
But maybe I've got that wrong...

If you want fine control over the model fitting process (including the
cross validation), then you may have to write your own package,
including your own building blocks.
Otherwise, I think you should just use what's available.

Also, I'm not familiar with every flavor of nonparametric regression available.
If I wanted to fit a nonparametric regression model, I would start
with the mgcv package, which is hard to beat.

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