Code Catalog
np, npRmpi, crs, code examples, scripts, quickstart
This page is meant to be the quickest route to working scripts. It groups the existing code by package, task, and runtime mode so that you can scan, copy, and then drill down only if you need more context.
How to use this page
- If you want only the smallest starter scripts, go first to Quickstarts.
- If you want something you can paste into R immediately, start with the short blocks below.
- If you want a fuller script, use the tables further down.
- If you know a function name, use the site search box or the Reference page.
Minimal starters you can copy immediately
np: kernel regression
Source file: np_regression_quickstart.R
rm(list = ls())
## Minimal np regression example.
##
## The intended workflow is:
## 1. compute a bandwidth object,
## 2. fit the regression estimator,
## 3. inspect the result and a simple fitted curve.
library(np)
options(np.messages = FALSE)
data(cps71, package = "np")
dat <- cps71[, c("logwage", "age")]
bw <- npregbw(logwage ~ age, data = dat, regtype = "ll", bwmethod = "cv.aic")
fit <- npreg(bws = bw, data = dat)
summary(bw)
summary(fit)
plot(dat$age, dat$logwage, cex = 0.25, col = "grey")
o <- order(dat$age)
lines(dat$age[o], fitted(fit)[o], col = 2, lwd = 2)Start here if you want the core np workflow in its simplest form. For more context, see Kernel Primer or Quickstarts.
np: density estimation
Source file: np_density_quickstart.R
rm(list = ls())
## Minimal np density-estimation example.
##
## The intended workflow is:
## 1. compute a bandwidth object,
## 2. fit the density estimator,
## 3. inspect the result.
library(np)
options(np.messages = FALSE)
data(faithful, package = "datasets")
dat <- data.frame(waiting = faithful$waiting)
bw <- npudensbw(~ waiting, data = dat, bwmethod = "cv.ml")
fhat <- npudens(bws = bw, data = dat)
summary(bw)
summary(fhat)Start here if the object of interest is a density rather than a regression mean. For distribution, conditional-density, conditional-distribution, and quantile starters, see Quickstarts and Density, Distribution, Quantiles.
npRmpi: same workflow, MPI initialized once
Source file: nprmpi_session_quickstart.R
rm(list = ls())
## Minimal modern npRmpi example.
##
## The intended workflow is:
## 1. initialize MPI once in session/spawn mode,
## 2. write ordinary np-style code,
## 3. quit cleanly at the end.
library(npRmpi)
npRmpi.init(mode = "spawn", nslaves = 1)
on.exit(npRmpi.quit(), add = TRUE)
options(npRmpi.autodispatch = TRUE, np.messages = FALSE)
set.seed(1)
x <- runif(200)
y <- sin(2 * pi * x) + rnorm(200, sd = 0.2)
dat <- data.frame(y, x)
bw <- npregbw(y ~ x, regtype = "ll", bwmethod = "cv.ls", data = dat)
fit <- npreg(bws = bw, data = dat)
summary(bw)
summary(fit)
plot(dat$x, dat$y, cex = 0.35, col = "grey")
o <- order(dat$x)
lines(dat$x[o], fitted(fit)[o], col = 2, lwd = 2)This is the modern default instructional path for npRmpi: initialize MPI once, then write ordinary np-style code. For mode details, see MPI and Large Data.
crs: spline regression
Source file: crs_quickstart.R
rm(list = ls())
## Minimal crs spline-regression example.
##
## This is the smallest useful workflow:
## 1. fit a spline model,
## 2. inspect the summary,
## 3. optionally move on to plotting or tighter search control.
library(crs)
options(crs.messages = FALSE)
set.seed(42)
n <- 250
x1 <- runif(n)
x2 <- runif(n)
y <- sin(2 * pi * x1) + x2 + rnorm(n, sd = 0.2)
dat <- data.frame(y, x1, x2)
fit <- crs(y ~ x1 + x2, data = dat)
summary(fit)Use this when regression splines are the natural first tool. For the conceptual route, see Spline Primer.
np: kernel methods in serial
| Script | Main topic | Functions/features | Start reading here |
|---|---|---|---|
| np_regression_quickstart.R | Minimal kernel-regression workflow | npregbw, npreg |
Kernel Primer |
| np_density_quickstart.R | Minimal density-estimation workflow | npudensbw, npudens |
Density, Distribution, Quantiles |
| np_distribution_quickstart.R | Minimal distribution-estimation workflow | npudistbw, npudist |
Density, Distribution, Quantiles |
| np_conditional_density_quickstart.R | Minimal conditional-density workflow | npcdensbw, npcdens |
Density, Distribution, Quantiles |
| np_conditional_distribution_quickstart.R | Minimal conditional-distribution workflow | npcdistbw, npcdist |
Density, Distribution, Quantiles |
| np_quantile_quickstart.R | Minimal quantile-regression workflow | npcdistbw, npqreg |
Density, Distribution, Quantiles |
| np_classification_quickstart.R | Minimal classification / conditional-mode workflow | npconmode |
Classification and Modes |
| np_plotting_quickstart.R | Minimal plotting and interval workflow | npreg, plot, predict |
Plotting and Intervals |
| np_entropy_quickstart.R | Minimal entropy/testing workflow | npunitest |
Entropy and Testing |
| np_semiparametric_quickstart.R | Minimal semiparametric workflow | npplreg |
Semiparametric Models |
| np_significance_quickstart.R | Minimal significance-testing workflow | npreg, npsigtest |
Significance and Specification |
| np_specification_quickstart.R | Minimal model-specification workflow | lm, npcmstest |
Significance and Specification |
Additional serial scripts
| Script | Main topic | Functions/features | Start reading here |
|---|---|---|---|
| regression_intro_a.R | Univariate regression and plotting | npreg, local constant, local linear |
Kernel Primer |
| regression_intro_b.R | Derivative estimation | npreg, derivative output |
Plotting and Intervals |
| regression_intro_c.R | Plotting fitted objects and intervals | plot(), asymptotic and bootstrap error handling |
Plotting and Intervals |
| regression_multivar_a.R | Multivariate regression | mixed predictors, multivariate fit | Multivariate Regression and Prediction |
| demo_poly.R | Generalized local polynomial comparison | npglpreg, crs, local polynomial comparison |
Worked Examples |
npRmpi: modern session-mode quick start
If you want one current downloadable script before anything else, start here.
| Script | Main topic | Functions/features | Start reading here |
|---|---|---|---|
| nprmpi_session_quickstart.R | Modern session / spawn workflow |
npRmpi.init, npregbw, npreg, autodispatch |
MPI and Large Data |
| nprmpi_attach_quickstart.R | Modern attach-mode workflow | npRmpi.init(mode = \attach\), npregbw, npreg |
MPI and Large Data |
| nprmpi_profile_quickstart.R | Modern profile/manual-broadcast workflow | mpi.bcast.cmd, np.mpi.initialize, npregbw, npreg |
MPI and Large Data |
Inline source for common scripts
The blocks below are pulled directly from the script files in www/, so they stay aligned with the downloadable versions.
np: Kernel regression
Source file: np_regression_quickstart.R
rm(list = ls())
## Minimal np regression example.
##
## The intended workflow is:
## 1. compute a bandwidth object,
## 2. fit the regression estimator,
## 3. inspect the result and a simple fitted curve.
library(np)
options(np.messages = FALSE)
data(cps71, package = "np")
dat <- cps71[, c("logwage", "age")]
bw <- npregbw(logwage ~ age, data = dat, regtype = "ll", bwmethod = "cv.aic")
fit <- npreg(bws = bw, data = dat)
summary(bw)
summary(fit)
plot(dat$age, dat$logwage, cex = 0.25, col = "grey")
o <- order(dat$age)
lines(dat$age[o], fitted(fit)[o], col = 2, lwd = 2)np: Density estimation
Source file: np_density_quickstart.R
rm(list = ls())
## Minimal np density-estimation example.
##
## The intended workflow is:
## 1. compute a bandwidth object,
## 2. fit the density estimator,
## 3. inspect the result.
library(np)
options(np.messages = FALSE)
data(faithful, package = "datasets")
dat <- data.frame(waiting = faithful$waiting)
bw <- npudensbw(~ waiting, data = dat, bwmethod = "cv.ml")
fhat <- npudens(bws = bw, data = dat)
summary(bw)
summary(fhat)np: Distribution estimation
Source file: np_distribution_quickstart.R
rm(list = ls())
## Minimal np distribution example.
##
## This mirrors the usual density workflow but targets the
## unconditional distribution function instead.
library(np)
options(np.messages = FALSE)
data(faithful, package = "datasets")
dat <- data.frame(waiting = faithful$waiting)
bw <- npudistbw(~ waiting, data = dat, nmulti = 1)
Fhat <- npudist(bws = bw, data = dat)
summary(bw)
summary(Fhat)np: Conditional density estimation
Source file: np_conditional_density_quickstart.R
rm(list = ls())
## Minimal np conditional-density example.
##
## This keeps the first run small enough to be practical while still
## showing the standard two-step workflow:
## 1. compute a bandwidth object,
## 2. fit the conditional-density estimator.
library(np)
options(np.messages = FALSE)
data(faithful, package = "datasets")
dat <- faithful[seq_len(120), c("eruptions", "waiting")]
bw <- npcdensbw(eruptions ~ waiting, data = dat, nmulti = 1)
fhat <- npcdens(bws = bw, data = dat)
summary(bw)
summary(fhat)np: Conditional distribution estimation
Source file: np_conditional_distribution_quickstart.R
rm(list = ls())
## Minimal np conditional-distribution example.
##
## This uses a small first run so the standard two-step workflow stays
## copyable and practical.
library(np)
options(np.messages = FALSE)
data(faithful, package = "datasets")
dat <- faithful[seq_len(120), c("eruptions", "waiting")]
bw <- npcdistbw(eruptions ~ waiting, data = dat, nmulti = 1)
Fhat <- npcdist(bws = bw, data = dat)
summary(bw)
summary(Fhat)np: Conditional quantiles
Source file: np_quantile_quickstart.R
rm(list = ls())
## Minimal np quantile-regression example.
##
## The key idea is to compute a conditional-distribution bandwidth once
## and then reuse it for more than one quantile.
library(np)
options(np.messages = FALSE)
data(faithful, package = "datasets")
dat <- faithful[seq_len(120), c("eruptions", "waiting")]
bw <- npcdistbw(eruptions ~ waiting, data = dat, nmulti = 1)
q25 <- npqreg(bws = bw, tau = 0.25)
q50 <- npqreg(bws = bw, tau = 0.50)
q75 <- npqreg(bws = bw, tau = 0.75)
summary(bw)
summary(q50)
plot(dat$waiting, dat$eruptions, cex = 0.35, col = "grey")
o <- order(dat$waiting)
lines(dat$waiting[o], q25$quantile[o], col = 2, lty = 2, lwd = 2)
lines(dat$waiting[o], q50$quantile[o], col = 4, lty = 1, lwd = 2)
lines(dat$waiting[o], q75$quantile[o], col = 2, lty = 3, lwd = 2)np: Classification and conditional mode
Source file: np_classification_quickstart.R
rm(list = ls())
## Minimal np classification / conditional-mode example.
##
## This keeps the first run compact while still showing the basic
## nonparametric classification route.
library(np)
data(birthwt, package = "MASS")
birthwt$low <- factor(birthwt$low)
birthwt$smoke <- factor(birthwt$smoke)
birthwt$race <- factor(birthwt$race)
fit <- npconmode(low ~ smoke + race + age + lwt, data = birthwt, nmulti = 1)
summary(fit)
fit$confusion.matrixnp: Plotting and asymptotic intervals
Source file: np_plotting_quickstart.R
rm(list = ls())
## Minimal np plotting and interval example.
##
## This fits a simple model, saves one asymptotic-interval plot, and
## shows the prediction route on a small evaluation grid.
library(np)
options(np.messages = FALSE)
data(cps71, package = "np")
fit <- npreg(
logwage ~ age,
regtype = "ll",
bwmethod = "cv.aic",
gradients = TRUE,
data = cps71
)
plot_path <- file.path(tempdir(), "np_plotting_quickstart.png")
png(plot_path, width = 700, height = 500)
plot(fit, plot.errors.method = "asymptotic", plot.errors.style = "band")
dev.off()
pred_grid <- data.frame(age = seq(20, 60, by = 10))
predict(fit, newdata = pred_grid)
cat("Saved plot to:", plot_path, "\n")np: Entropy and testing
Source file: np_entropy_quickstart.R
rm(list = ls())
## Minimal np entropy/testing example.
##
## This uses the univariate density-equality test because it is a
## compact, fast first run.
library(np)
options(np.messages = FALSE)
set.seed(1234)
n <- 300
x <- rnorm(n)
y <- rnorm(n)
test_out <- npunitest(x, y, bootstrap = FALSE)
summary(test_out)np: Semiparametric models
Source file: np_semiparametric_quickstart.R
rm(list = ls())
## Minimal np semiparametric example.
##
## This uses a partially linear model because it is the clearest
## lightweight entry point into the semiparametric family.
library(np)
options(np.messages = FALSE)
set.seed(42)
n <- 200
x1 <- rnorm(n)
z <- runif(n)
y <- 1 + 2 * x1 + sin(2 * pi * z) + rnorm(n, sd = 0.2)
dat <- data.frame(y, x1, z)
fit <- npplreg(y ~ x1 | z, data = dat)
summary(fit)np: Significance testing
Source file: np_significance_quickstart.R
rm(list = ls())
## Minimal np significance-testing example.
##
## The idea is to fit a model with one irrelevant regressor and then
## ask whether the nonparametric significance test detects that.
library(np)
options(np.messages = FALSE)
set.seed(42)
n <- 200
z <- factor(rbinom(n, 1, 0.5))
x1 <- rnorm(n)
x2 <- runif(n, -2, 2)
y <- x1 + x2 + rnorm(n)
dat <- data.frame(z, x1, x2, y)
fit <- npreg(
y ~ z + x1 + x2,
regtype = "ll",
bwmethod = "cv.aic",
data = dat
)
test_out <- npsigtest(fit)
summary(fit)
summary(test_out)np: Model specification testing
Source file: np_specification_quickstart.R
rm(list = ls())
## Minimal np model-specification test example.
##
## The idea is to fit a simple linear model to nonlinear data and then
## ask whether the parametric specification looks too restrictive.
library(np)
options(np.messages = FALSE)
set.seed(42)
n <- 120
x <- runif(n, -2, 2)
y <- x + x^2 + rnorm(n, sd = 0.25)
model_ols <- lm(y ~ x, x = TRUE, y = TRUE)
X <- data.frame(x = x)
test_out <- npcmstest(
model = model_ols,
xdat = X,
ydat = y,
nmulti = 1
)
summary(model_ols)
summary(test_out)np: univariate regression starter
Source file: regression_intro_a.R
rm(list=ls())
## Here is a simple illustration to help you get started with
## univariate kernel regression.
## First, let's grab some data from the np package
## Load the np package
library(np)
## Load the cps71 dataset contained in the np package
data(cps71)
## Attach the data so that the variables `logwage' and `age' can be
## called directly
attach(cps71)
## Plot the data (note it is sorted on age already which helps when
## plotting the lines below, and note the cex=0.25 uses circles that
## are 1/4 the standard size that are grey not black which is the
## default)
plot(age,logwage,cex=0.25,col="grey")
## Fit a (default) local constant model (since we do not explicitly
## call npregbw() which conducts least-squares cross-validated
## bandwidth selection by default it is automatically invoked when we
## call npreg())
model.lc <- npreg(logwage~age)
## Plot the fitted values (the colors and linetypes allow us to
## distinguish different plots on the same figure)
lines(age,fitted(model.lc),col=1,lty=1)
## Fit a local linear model (we use the arguments regtype="ll" to do
## this)
model.ll <- npreg(logwage~age,regtype="ll")
## Plot the fitted values with a different color and linetype
lines(age,fitted(model.ll),col=2,lty=2)
## Add a legend
legend("topleft",
c("Local Constant","Local Linear"),
lty=c(1,2),
col=c(1,2),
bty="n")np: multivariate regression and plotting
Source file: regression_multivar_a.R
rm(list=ls())
## Here is a simple illustration to help you get started with
## multivariate kernel regression and plotting via R's `plot' function
## (which calls the np function `npplot')
## First, let's grab some data from the np package
## Load the np package
library(np)
## Load the wage1 dataset contained in the np package
data(wage1)
## Attach the data so that the variables `lwage', `female', `educ' and
## `exper' can be called directly
attach(wage1)
## Fit a local linear model (since we do not explicitly call npregbw()
## which conducts least-squares cross-validated bandwidth selection by
## default it is automatically invoked when we call npreg()). Here we
## have a `factor' (female) and two `numeric' predictors (educ and
## exper - see ?wage1 for details)
model <- npreg(lwage~female+educ+exper,regtype="ll")
## model will be an object of class `npreg'. The generic R function
## `plot' will call `npplot' when it is deployed on an object of this
## type (see ?npplot for details on supported npplot
## arguments). Calling plot on a npreg object allows you to do some
## tedious things without having to write code such as including
## confidence intervals as the following example demonstrates. Note
## also that we do not explicitly have to specify `gradients=TRUE' in
## the call to npreg() as plot (npplot) will take care of this for
## us. Below we use the asymptotic standard error estimates and then
## take +- 1.96 standard error)
plot(model,plot.errors.method="asymptotic",plot.errors.style="band")
## We might also wish to use bootstrapping instead (here we bootstrap
## the standard errors and then take +- 1.96 standard error)
plot(model,plot.errors.method="bootstrap",plot.errors.style="band")
## Alternately, we might compute true nonparametric confidence
## intervals using (by default) the 0.025 and 0.975 percentiles of the
## pointwise bootstrap distributions
plot(model,plot.errors.method="bootstrap",plot.errors.type="quantiles",plot.errors.style="band")
## Note that adding the argument `gradients=TRUE' to the plot call
## will automatically plot the derivatives instead
plot(model,plot.errors.method="bootstrap",plot.errors.type="quantiles",plot.errors.style="band",gradients=TRUE)npRmpi: Session / spawn mode
Source file: nprmpi_session_quickstart.R
rm(list = ls())
## Minimal modern npRmpi example.
##
## The intended workflow is:
## 1. initialize MPI once in session/spawn mode,
## 2. write ordinary np-style code,
## 3. quit cleanly at the end.
library(npRmpi)
npRmpi.init(mode = "spawn", nslaves = 1)
on.exit(npRmpi.quit(), add = TRUE)
options(npRmpi.autodispatch = TRUE, np.messages = FALSE)
set.seed(1)
x <- runif(200)
y <- sin(2 * pi * x) + rnorm(200, sd = 0.2)
dat <- data.frame(y, x)
bw <- npregbw(y ~ x, regtype = "ll", bwmethod = "cv.ls", data = dat)
fit <- npreg(bws = bw, data = dat)
summary(bw)
summary(fit)
plot(dat$x, dat$y, cex = 0.35, col = "grey")
o <- order(dat$x)
lines(dat$x[o], fitted(fit)[o], col = 2, lwd = 2)npRmpi: Attach mode
Source file: nprmpi_attach_quickstart.R
rm(list = ls())
## Minimal attach-mode npRmpi example.
##
## Launch with a pre-created MPI world, for example:
## mpiexec -env R_PROFILE_USER "" -env R_PROFILE "" -n 2 \
## Rscript --no-save nprmpi_attach_quickstart.R
library(npRmpi)
npRmpi.init(mode = "attach", comm = 1, autodispatch = TRUE)
options(np.messages = FALSE)
if (mpi.comm.rank(0L) == 0L) {
set.seed(1)
x <- runif(200)
y <- sin(2 * pi * x) + rnorm(200, sd = 0.2)
dat <- data.frame(y, x)
bw <- npregbw(y ~ x, regtype = "ll", bwmethod = "cv.ls", data = dat)
fit <- npreg(bws = bw, data = dat)
summary(bw)
summary(fit)
npRmpi.quit(mode = "attach", comm = 1)
}npRmpi: Profile / manual-broadcast mode
Source file: nprmpi_profile_quickstart.R
rm(list = ls())
## Minimal profile/manual-broadcast npRmpi example.
##
## Launch with an explicit profile source, for example:
## RPROFILE=$(Rscript --no-save -e 'cat(system.file("Rprofile", package="npRmpi"))')
## mpiexec -env R_PROFILE_USER "$RPROFILE" -env R_PROFILE "" -n 2 \
## Rscript --no-save nprmpi_profile_quickstart.R
invisible(mpi.bcast.cmd(np.mpi.initialize(), caller.execute = TRUE))
invisible(mpi.bcast.cmd(options(np.messages = FALSE), caller.execute = TRUE))
set.seed(1)
x <- runif(200)
y <- sin(2 * pi * x) + rnorm(200, sd = 0.2)
dat <- data.frame(y, x)
invisible(mpi.bcast.Robj2slave(dat))
invisible(mpi.bcast.cmd(
bw <- npregbw(y ~ x, regtype = "ll", bwmethod = "cv.ls", data = dat),
caller.execute = TRUE
))
invisible(mpi.bcast.cmd(
fit <- npreg(bws = bw, data = dat),
caller.execute = TRUE
))
summary(bw)
summary(fit)
invisible(mpi.bcast.cmd(mpi.quit(), caller.execute = TRUE))npRmpi: serial and MPI comparison scripts
These are older comparison scripts, but still useful if you want to see side-by-side serial and MPI routes. For new work, start with the session / spawn example above and then come back to these when you want route parity or legacy comparison.
| Task | Serial | MPI | Start reading here |
|---|---|---|---|
| Conditional density estimation | npcdensls_serial.R | npcdensls_npRmpi.R | Density, Distribution, Quantiles |
| Model specification test | npcmstest_serial.R | npcmstest_npRmpi.R | Significance and Specification |
| Conditional mode estimation | npconmode_serial.R | npconmode_npRmpi.R | Classification and Modes |
| Density equality test | npdeneqtest_serial.R | npdeneqtest_npRmpi.R | Entropy and Testing |
| Single index estimation | npindexich_serial.R | npindexich_npRmpi.R | Semiparametric Models |
| Partially linear regression | npplreg_serial.R | npplreg_npRmpi.R | Semiparametric Models |
| Local linear AIC bandwidth selection | npregllaic_serial.R | npregllaic_npRmpi.R | Kernel Primer |
| Serial dependence test | npsdeptest_serial.R | npsdeptest_npRmpi.R | Entropy and Testing |
| Significance test | npsigtest_serial.R | npsigtest_npRmpi.R | Significance and Specification |
| Unconditional density estimation | npudensml_serial.R | npudensml_npRmpi.R | Density, Distribution, Quantiles |
npRmpi: local polynomial / constrained examples
| Script | Main topic |
|---|---|
| lp_k1_prodfunc.R | Production-function style local polynomial example |
| lp_k1.R | Local polynomial example |
| lp_radial_mean.R | Constrained radial mean example |
| lp_radial_deriv.R | Constrained radial derivative example |
crs: spline examples
| Script | Main topic | Notes |
|---|---|---|
| crs_quickstart.R | Minimal spline-regression workflow | modern quickstart |
| radial_rgl.R | Bivariate radial spline surface | requires rgl |
| sine_rgl.R | Bivariate sine spline surface | requires rgl |
| radial_constrained_mean.R | Constrained spline mean estimation | uses quadprog |
| radial_constrained_first_partial.R | Constrained first derivative | uses quadprog |
| radial_constrained_second_partial.R | Constrained second derivative | uses quadprog |
crs: Spline regression
Source file: crs_quickstart.R
rm(list = ls())
## Minimal crs spline-regression example.
##
## This is the smallest useful workflow:
## 1. fit a spline model,
## 2. inspect the summary,
## 3. optionally move on to plotting or tighter search control.
library(crs)
options(crs.messages = FALSE)
set.seed(42)
n <- 250
x1 <- runif(n)
x2 <- runif(n)
y <- sin(2 * pi * x1) + x2 + rnorm(n, sd = 0.2)
dat <- data.frame(y, x1, x2)
fit <- crs(y ~ x1 + x2, data = dat)
summary(fit)Interactive demos for teaching and exploration
| Script | Main topic | Notes |
|---|---|---|
| manipulate_density.R | Univariate density with sliders | RStudio + manipulate |
| manipulate_eruptions.R | Old Faithful density | RStudio + manipulate |
| manipulate_distribution.R | Univariate distribution | RStudio + manipulate |
| manipulate_bivariate_density.R | Bivariate density | RStudio + manipulate |
| manipulate_faithful_density.R | Old Faithful bivariate density | RStudio + manipulate |
| manipulate_bivariate_distribution.R | Bivariate distribution | RStudio + manipulate |
| manipulate_wage1.R | Multivariate regression partial plots | RStudio + manipulate |
| manipulate_npglpreg.R | Generalized local polynomial regression | RStudio + manipulate |
| manipulate_npglpreg_sin.R | Sinusoidal GLP illustration | RStudio + manipulate |
| manipulate_constrained_local_polynomial.R | Constrained local polynomial regression | requires quadprog |
| manipulate_constrained_local_polynomial_production.R | Constrained production function | requires quadprog |
| manipulate_constrained_spline.R | Constrained spline surface | requires quadprog |
| manipulate_constrained_spline_derivative.R | Constrained spline derivative | requires quadprog |
| manipulate_copula.R | Copula plots | requires mnormt |
| manipulate_socco.R | SOCCO nonlinear-system demo | requires data.RData and figures.R |
Notes
- The gallery still preserves the original scripts, but the site now aims to route you to them more directly.
- The short blocks near the top are there so you can copy a minimal working pattern without downloading anything first.
- For MPI-specific launch semantics, see MPI and Large Data.
- For short copyable code blocks rather than full scripts, start with Worked Examples.