
Dear R users,

I am currently using the locpoly function from the KernSmooth package to estimate densities. However, I have some trouble understanding how this estimation technique is implemented in R. My main concern comes from the fact that this function gives negative estimates when the bandwidth is sufficiently large (mainly in the tails of distributions). I have read some articles on this technique (C. Loader 1996,Hjort and Jones 1996) but from none have I managed to understand how this is possible.

Could anyone give me some insight on how this function works in R?

Thank you!
Roberto.
 		 	   		  
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