Nadaraya-Watson smoothing

Version 1.9.0.0 (2.62 KB) by Jan Motl
A non-parametrical regression (smoothing) tool using Gaussian kernel.
5.0
(1)
2.5K Downloads
Updated 4 Mar 2013

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The advantage of this smoothing function is that it doesn't need any parameters - it finds the optimal parameters by itself. And still the calculation takes just a second for 100 samples.

This code implements Nadaraya-Watson kernel regression algorithm with Gaussian kernel. The optimal setting of the regression is derived by closed form leave-one-out cross-validation.

Cite As

Jan Motl (2024). Nadaraya-Watson smoothing (https://www.mathworks.com/matlabcentral/fileexchange/39361-nadaraya-watson-smoothing), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.9.0.0

Improved help text.
1.7.0.0

Vectorised.
1.6.0.0

The function description was truncated and some tags added.
1.5.0.0

Screen-shot was added (2).
1.4.0.0

Removed __MACOSX file from the archive.
1.3.0.0

Screen-shot was added.

1.0.0.0