local Linear/Polynomial regression

[yufanlu]

Hi there,

I am just wonder if there are any way to do local linear regression or local polynomial regression using Accord.Net. I was able to find that the class IterativeReweightedLeastSquares could be relevant but I didn't find any examples or tutorials to confirm my guess. Also, it is possible to specific the "span" or the "bandwidth" of the data considered when doing the local Linear/Polynomial regression?

Thank you so much!

[cesarsouza]

Hi @yufanlu,

Many thanks for opening the issue. The framework doesn't yet offer ways to perform local linear/polynomial regressions, but it would be certainly nice to support them one day.

If you happen to find other implementations available under the MIT, BSD or LGPL licenses, please also share them in this issue so we could reason about integrating them in a future release.

Regards,
Cesar

[yufanlu]

Thank you so much for your reply! I'll close this issue and will definitely post links or implementations if I found anything related to this.

Thanks!

[cesarsouza]

Please leave it open, it should be a reminder that this functionality should be implemented sometime in the future :-)