Re: [R] Cross validation multivariate kernel regression

> I am planning to implement Nadaraya-Watson regression model, with I'm not sure what you mean by "implement". Write a package, fit a model, or something else... Reading your whole post, I get the impression you want mid-level "building blocks", so you customize the model fitting process, in some

[R] Cross validation multivariate kernel regression

Hi, This question is general- I have a data set of n observations, consisting of a single response variable y and p regressor variables.( n ~50, p~3 or 4). I am planning to implement Nadaraya-Watson regression model, with bandwidths optimized via cross-validation. For cross-validation, I will need