Hello, I have a database and I would like to fit a Nadaraya-Watson Gaussian kernel estimator and produce the confidence bands around the mean estimate. Any ideas how to do this with R? I cannot find a way to produce the confidence bands. I will use a fixed bandwidth.
Lets use this database for illustration purposes: d <- data.frame(x = runif(N)) d$y <- d$x^2 - d$x + 1 + (1+d$x)*rnorm(N, sd = 0.1) Any help much appreciated. Best, Ioanna ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
