f(x0) = sum K(|x0 - x_i| / lambda) y_i / sum K(|x0 - x_i| / lambda) (ESL eq 6.2).
Usage
morie_esl_nadaraya_watson(x0, x, y, lambda, kernel = "epanechnikov")
Arguments
- x0
Targets.
- x, y
Data.
- lambda
Bandwidth.
- kernel
"epanechnikov", "tri-cube" or "gaussian".
Value
Named list: estimate, values, effective_n, n_in_window, lambda,
kernel, n.
References
Hastie, Tibshirani & Friedman (2009), sec. 6.1.
Examples
x <- (1:30) / 30
morie_esl_nadaraya_watson(c(0.3, 0.6), x, sin(6 * x), 0.2)$values
#> [1] 0.8440317 -0.3835315
