armadilLocalregression

This package contains functions for performing linear regression using RcppArmadillo, as well as functions for local regression (using both R and RcppArmadillo).

For linear regression functions, see the armadillo_lm function. For local regression functions, the R functions are lmLocal and predLocal, and the RcppArmadillo function is armadillo_lm_local (with an additional function armadillo_cv_H for performing cross-validation for the bandwidth matrix).