Metadata-Version: 2.1
Name: kernreg
Version: 0.0.4
Summary: Tool for non-parametric curve fitting using local polynomials.
Home-page: https://github.com/segsell/kernreg
License: MIT
Keywords: kernel-regression,non-parametric,curve-fitting,local-polynomials
Author: Sebastian Gsell
Author-email: sebastian.gsell93@gmail.com
Requires-Python: >=3.7.1,<3.9
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.8
Requires-Dist: matplotlib (>=3.3.3,<4.0.0)
Requires-Dist: mypy-extensions (>=0.4.3,<0.5.0)
Requires-Dist: numba (>=0.52.0,<0.53.0)
Requires-Dist: numpy (>=1.19.5,<2.0.0)
Requires-Dist: pandas (>=1.2.0,<2.0.0)
Project-URL: Repository, https://github.com/segsell/kernreg
Description-Content-Type: text/markdown

# KernReg
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## Introduction
**KernReg** provides a pure-Python routine for local polynomial kernel regression based on [Wand & Jones (1995)](http://matt-wand.utsacademics.info/webWJbook/) and their accompanying *R* package [KernSmooth](https://www.rdocumentation.org/packages/KernSmooth/versions/2.23-18). In addition, **KernReg** comes with an automatic bandwidth selection procedure that minimizes the residual squares criterion proposed by [Fan & Gijbels (1996)](https://www.taylorfrancis.com/books/local-polynomial-modelling-applications-fan-gijbels/10.1201/9780203748725).

**KernReg** allows for the estimation of a regression function as well as their *v*th derivatives. The degree of the polynomial *p* must be equal to ```v + 1```,
```v + 3```, ```v + 5```, or ```v + 7```.

<p align="center">
  <img width="650" height="450" src="https://github.com/segsell/hypermodern-kernreg/blob/main/docs/images/Arthur_Radebaugh_retrofuturism.jpg?raw=true">
</p>

Local polynomial fitting provides a simple way of finding a functional relationship between two variables (where X typically denotes the predictor, and Y the response variable)  without the imposition of a parametric model. It is a natural extension of local mean smoothing, as described by [Nadaraya (1964)](https://www.semanticscholar.org/paper/On-Estimating-Regression-Nadaraya/05175204318c3c01e3301fd864553071039605d2#paper-header) and [Watson (1964)](http://www.jstor.org/stable/25049340). Instead of fitting a local mean, local polynomial smooting involves fitting a local *p*th-order polynomial via locally weighted least-squares. The Nadaraya–Watson estimator is thus equivalent to fitting a local polynomial of degree zero. Local polynomials of higher order have better bias properties and, in general, do not require bias adjustment at the boundaries of the regression space.

## Installation
Install **KernReg** via PyPI.

```console
$ pip install kernreg
```

## Quick-Start
```python
import kernreg as kr

motorcycle = kr.get_example_data()
x, y = motorcycle["time"], motorcycle["accel"]

# By default, only x and y need to be provided.
# Derivative = 0 is chosen by default
# and hence the polynomial degree = 0 + 1.
rslt_default = kr.locpoly(x, y)
kr.plot(x, y, rslt_default, "motorcycle_default_fit.png")
```
![default fit](https://github.com/segsell/kernreg/blob/exampledata/docs/images/motorcycle_default_fit.png?raw=true)

```python
# We can improve on the default specification by
# choosing a higher order polynomial
rslt_user = kr.locpoly(x, y, degree=3)
kr.plot(x, y, rslt_user, "motorcycle_user_fit.png")
```
![user fit](https://github.com/segsell/kernreg/blob/exampledata/docs/images/motorcycle_user_fit.png?raw=true)

## References
Fan, J. and Gijbels, I. (1996). [Local Polynomial Modelling and Its Applications](https://www.taylorfrancis.com/books/local-polynomial-modelling-applications-fan-gijbels/10.1201/9780203748725). *Monographs on Statistics and Applied Probability, 66*. Chapman & Hall.

Wand, M.P. & Jones, M.C. (1995). [Kernel Smoothing](http://matt-wand.utsacademics.info/webWJbook/). *Monographs on Statistics and Applied Probability, 60*. Chapman & Hall.

Wand, M.P. and Ripley, B. D. (2015). [KernSmooth:  Functions for Kernel Smoothing for Wand and Jones (1995)](http://CRAN.R-project.org/package=KernSmooth). *R* package version 2.23-18.

-----
`*` The image is taken from futurist illustrator [Arthur Radebaugh's (1906–1974)](http://www.gavinrothery.com/my-blog/2012/7/15/arthur-radebaugh.html)
Sunday comic strip *Closer Than We Think!*, which was published by the Chicago Tribune - New York News Syndicate from 1958 to 1963.

