Data Sharpening
Cross-Validation Bandwidth Selector for Local Polynomial Regression
Data Sharpening for Local Linear Regression
Monotonized Local Regression
Matrix of derivative coefficients for local polynomial estimates
Iterated Data Sharpening for Local Polynomial Regression
Functions and data sets inspired by data sharpening - data perturbation to achieve improved performance in nonparametric estimation, as described in Choi, E., Hall, P. and Rousson, V. (2000). Capabilities for enhanced local linear regression function and derivative estimation are included, as well as an asymptotically correct iterated data sharpening estimator for any degree of local polynomial regression estimation. A cross-validation-based bandwidth selector is included which, in concert with the iterated sharpener, will often provide superior performance, according to a median integrated squared error criterion. Sample data sets are provided to illustrate function usage.