Main Features
The functions in the library use kernel methods to construct nonparametric
estimates of density functions and regression curves in a variety of
settings, and to perform some inferential operations.Specifically, density estimates can be performed for 1-, 2- and 3-dimensional
data. Nonparametric regresion for continuous data can be constructed with
one or two covariates, and a variety of goodness-of-fit test for linear models
can be carried out. Many other data types can be handled; these include
survival data, time series, count and binomial data.
Functions
The main functions are sm.density and sm.regression; other
functions intended for direct access by the user are: binning,
sm.ancova, sm.autoregression, sm.binomial,
sm.binomial.bootstrap, sm.poisson, sm.poisson.bootstrap,
sm.options, sm.rm, sm.script, sm.sphere, sm.survival,
sm.ts.pdf. There are undocumented functions which are called by the
above ones.REquirements
The library has been tested on S-plus 3.x, 4.0, 5.1Version
You are using version 2 (November 2000).
The most recent version of the library can be obtained from either of
the WWW pages:
http://www.stats.gla.ac.uk/~adrian/sm
http://www.stat.unipd.it/~azzalini/Book_smManual
There is no manual except for on-line documentation.
The book by Bowman and Azzalini (1997) provides more detailed and
background information.
Algorithmic aspects of the software are discussed by Bowman & Azzalini (2001).
Differences between the first version of the library and the current one are
summarized in the file history.txt which is distributed with the library.Acknowledgements
Important contributions to prototype versions of functions for some specific
techniques included here were made by a succession of students; these
include Stuart Young, Eileen Wright, Peter Foster, Angela Diblasi,
Mitchum Bock and Adrian Hines. We are grateful for all these interactions.
These preliminary version have been subsequently re-written for inclusion
in the public release of the library, with the exception of the functions
for three-dimensional density estimation, written by Stuart Young.
We also thank Luca Scrucca for useful remarks and Brian Ripley for substantial
help in the production of installation files, leading to much improved
versions with respect to our original ones, and for tools to produce the
MS-windows version starting from the Unix one.Licence
This library and its documentation are usable under the terms of the "GNU
General Public License", a copy of which is distributed with the package.