This is the directory of the matlab functions that I have written. The following zip files can be expanded into subdirectories of functions: utility - a miscellaneous collection of functions (THESE FILES ARE USED BY .M FILES IN EBBS, LPOLY, AND penalized_splines) ebbs - local bandwidth selection for local polynomial regression lpoly - local polynomial regression penalized_splines - penalized regression splines The functions in ebbs, lpoly, and srs call functions in utility. Also, functions in ebbs call functions in lpoly. Here's some documentation for EBBS. srs contains a README file with documentation. I haven't yet developed documentation for the other files. EBBS This is a collection of functions for local polynomial smoothing with a local bandwidth computed by EBBS (Ruppert, 1997, JASA). The .m files in this directory use .m files in the main directory of .m files and in the subdirectory lpoly. (Any file whose name begins "lpoly" is in the subdirectory lpoly.) auto17.m: This is the main driver program. You probably will not call it directly, but all other ebbs functions call it. autobic.m: EBBS for bivariate regression functions (under development) ebbslogit.m: EBBS for local logistic regression ebbsmvdef.m: Calls ebbsmvparam with default values of the parameters. This is the function that most users will call. It estimates the mean function or derivative thereof and the variance function. It calls the following: autob17, lpolydb, ebbsvar, lpolyres, bspan, ebbsmvparam, lpolyvar, prebin ebbsmvparam.m: Estimates the mean (or its derivatives) ebbspam.m: Fits a semiparametric additive model, as discussed in Opsomer and Ruppert, A root-n consistent backfitting estimator for semiparametric additive modelling. Preprint 97-20, Department of Statistics, Iowa State University ebbsden.m: Calls ebbsdensity with default parameters ebbsdensity.m: Estimates probability densities ebbsvar.m: Estimates variance functions. Usually used indirectly by calling ebbsmvdef or ebbsmvparam