Provided classes implementing the local linear regression method, see see https://ssrn.com/abstract=3073942
- Christian Fries, Moritz Scherrmann
Class Summary Class Description CurveEstimationThis class implements the method of local linear regression with discrete kernel function, see see https://ssrn.com/abstract=3073942 In particular it represents the implementation of proposition 2 and 3 of the paper. PartitionThis class represents a set of discrete points in time with weighted interval reference points.
Enum Summary Enum Description CurveEstimation.DistributionPossible kernel types.