localpoly 0.1.1

Performs Local Polynomial Regression.

localpoly

This package uses Local Polynomial Regression to create a fit to the data. The model conveniently also estimates the first and second derivative of the fit.

The main functions are LocalPolynomialRegression.fit, which creates the fit and LocalPolynomialRegressionCV.bandwidth_cv, which finds the optimal bandwidth for the kernel which is used for the fit.

Read the documentation for the theoretical background and examples.

Installation

Via pip

    pip install localpoly

Or via download from git:

    pip install git+https://github.com/franwe/localpoly#egg=localpoly

Note that in order to avoid potential conflicts with other packages it is strongly recommended to use a virtual environment (venv) or a conda environment.