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User-defined Kernels

2 messages · charr, Henrique Dallazuanna

#
Hi,
i would like to do a local linear regression but with a user-defined
function f(x,y) as kernel.
(not the typical Gaussian or Epanechnikov kernel function but some similar
function).
More, would it be possible to do a local linear regression by adding weights
to the (x,y) data points?
Many thanks in advance.
#
You've tried loess?
On 07/02/2008, charr <jan.Daems at dexia.com> wrote: