NLhat: Compute fitted values from kernel regression of x on y and y on x
Description
This is an auxiliary function for `gmcmtxBlk.' It uses
two numerical vectors (x, y) of same length to create two vectors
(xhat, yhat) of fitted values using nonlinear kernel regressions.
It
uses package `np' called by
kern function to kernel regress x on y, and conversely y on x.
It uses the option `residuals=TRUE' of `kern'