An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120222/e7d40591/attachment.pl>
Good and modern Kernel Regression package in R with auto-bandwidth?
10 messages · Michael, Bert Gunter, Liaw, Andy
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]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
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]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Notice: This e-mail message, together with any attachme...{{dropped:11}}
An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120222/90d8de9f/attachment.pl>
An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120222/8fc4f451/attachment.pl>
An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120223/e9462889/attachment.pl>
An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120223/36e46984/attachment.pl>
An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120223/1a1812a9/attachment.pl>
An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120223/c5a9e1ff/attachment.pl>
5 days later
An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120229/3ee876d0/attachment.pl>