Package regpro


We provide programs for nonparametric and semiparametric regression function estimation. Kernel regression, local linear regression, single index regression, and additive models are included. Also, a kernel estimator and a local linear estimator of a partial derivative of the regression function is provided. In addition, linear and kernel quantile regression is implemented.

The package "regpro" can be used together with the package "denpro", which provides functions for the visualization of multivariate functions.

Package is provided by Jussi Klemelš

Installation instructions

Download the file regpro.R and then issue the command

> source("/path/regpro.R")

in the R console. For example, in Unix the command

> source("/home/aaa/regpro.R")

could work, where "aaa" is the user account. In OS X the command

> source("/Users/aaa/regpro.R")

could be used.


Kernel regression function estimation:

Other regression function estimators:



A tutorial for the use of the package "regpro" can be found here.

January 2016