kernel_regression: kernel regression estimator
usage:
fit = kernel_regression(eval_points, depvar, condvars, bandwidth)
inputs:
eval_points: PxK matrix of points at which to calculate the density
depvar: Nx1 vector of observations of the dependent variable
condvars: NxK matrix of data points
bandwidth (optional): positive scalar, the smoothing parameter.
Default is N ^ (-1/(4+K))
kernel (optional): string. Name of the kernel function. Default is
Gaussian kernel.
prewhiten bool (optional): default true. If true, rotate data
using Choleski decomposition of inverse of covariance,
to approximate independence after the transformation, which
makes a product kernel a reasonable choice.
do_cv: bool (optional). default false. If true, calculate leave-1-out
fit to calculate the cross validation score
computenodes: int (optional, default 0).
Number of compute nodes for parallel evaluation
debug: bool (optional, default false). show results on compute nodes if doing
a parallel run
outputs:
fit: Px1 vector: the fitted value at each of the P evaluation points.
Package: econometrics