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> lls<-function(x, y, h, grid, method=1,iker = 1)
+ { # SIMPLE BUT NAIVE IMPLEMENTATION of
+   # local constant or local linear with kernel symmetric beta kernel
+   # (1-u^2)^iker and bandwidth h, evaluated at "grid".
+   #method = 0, local linear fit;
+   #     = 1, local constant fit
+   #iker is an integer.
+   #result: grid, est
+   ngrid<-length(grid)
+   res <- rep(0,ngrid)
+
+   for (j in 1:ngrid)
+   { w <- locw(x,grid[j],h)           #Epanechnikov kernel
+    x0 <- x[ w > 0]                   #local data
+    y0 <- y[ w > 0]
+    w <- w[w > 0]
+    w <- w^iker
+    coef <- lsfit(x0-grid[j],y0,w)$coef
+    if(method==1)
+       res[j] <- lsfit(x0-grid[j],y0,w)$coef[1]
+     else
+       res[j] <- lsfit(x0-grid[j],y0,w,intercept=FALSE)$coef[1]
+     }
+   list(grid=grid,est=res)
+   }
>
>
> ep=function(t)
+ (3/4)*(1-t^2)*(1-t^2>=0)
> locw=function(T,t,h){   
+   y=T-t;Kh=ep(y/h)/h;
+   s1=t(Kh)%*%y;s2=t(Kh)%*%(y^2);
+   return(Kh*(s2-s1*y)/sum(Kh*(s2-s1*y)));     
+   }
>

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试了一下，没有问题。

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