KERNEL

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This smoother is calculated by finding a weighted average of all the Y values in a neighbourhood of Xi

It can be calculated by the formula

formula which has the constraint that formula

The weights Wij are calculated by a kernel function which varies depending on the distribution of the data, but with weights proportional to the distance between the target point and the point in question (Xi-Xj)

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Generalized Additive Models 23.4.96 Page : 5d of 15