3
$\begingroup$

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...

Improve this question
$\endgroup$
1
  • 1
    $\begingroup$ Even if the function used random numbers and the output could vary slightly you could always use set.seed to make sure the analysis was the same every time you ran it. $\endgroup$
    – Dason
    Commented Feb 22, 2012 at 20:56

1 Answer 1

Reset to default
5
$\begingroup$

Of course which one is the "best" depends on some rather subjective things, but the gam command in the mgcv package meets all of the criteria you described.

Improve this answer
$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.