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Compute the Local Linear Regression (LLR) smoother matrix. LLR has better boundary bias properties than Nadaraya-Watson.
S.LLR(tt, h, Ker = "norm", w = NULL, cv = FALSE)
An n x n smoother matrix S.
Evaluation points (numeric vector).
Bandwidth parameter.
Kernel function or name. One of "norm", "epa", "tri", "quar", "cos", "unif".
Optional weights vector of length n.
Logical. If TRUE, compute leave-one-out cross-validation matrix.
tt <- seq(0, 1, length.out = 50) S <- S.LLR(tt, h = 0.1)
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