Lanfeng Pan

Define the kernel as a distribution density may not be a good idea. Kernel may not be a density at all. In density estimation, the kernel may not necessary be...

Transforms of variable is an intuitive idea to deal with bounded data but it proves not working well. Since the inverse of logit function can amplify tiny disturbance into huge,...

There is a multivariate regression function [`localconstant`](https://github.com/panlanfeng/KernelEstimator.jl/blob/master/src/regression.jl#L96) that allows multiple independent variables (or covariates, the X). Right now I don't have plan to add function dealing with multiple response variables...

`localconstant` will choose bandwidth via cross validation, which is the process of bias and variance trade off. Yes the function will predict the y on `newx`. Thanks for catching this...

Thank you for interested in the package. Local linear regression is much more complicated and computationally intensive but it is on the plan. As for the `Econometrics` package, I briefly...

Unable to reproduce in my computer. What is your OS and Julia version?

I tested on both 32-bit julia and 64-bit julia on a 64-bit windows. `Yeppp.exp!` on 32-bit julia calling x86 Yeppp! library gives the wrong result. ``` julia julia> versioninfo() Julia...