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Windowed Estimates


WINDOWS provides a variety of window/kernel/moving-average estimators. Both fixed width and fixed number of nearest neighbor windowing is provided. Weighting of points may be done either with boxcar or bi-quartic weights. Estimates available include weighted mean, a linear or quadratic fit, maximum or minimum value, a specified percentile, the standard deviation, and the derivative of y with respect to x. Cross validation is also included.

Contact: Barry W. Brown

Language: Fortran 77, S-PLUS