Local Polynomial (Ridge) Regression.
R package lpridge -- with lpepa() and lpridge()
Original S-plus interface and Fortran code by Burkhard Seiffert, Biostat Uni Zurich, April 1995.
The port of the lpepa and lpridge to R has been done by Martin Maechler, see
DESCRIPTION.A "link" (to Martin Maechler's files) of the original fortran routines and S-plus interface are in the R-forge repository https://r-forge.r-project.org/scm/viewvc.php/pkg/lpridge/?root=curves-etc (source via
svn checkout svn://svn.r-forge.r-project.org/svnroot/curves-etc/pkg/lpridge)
in sub directory
Orig/
but not in the package sources (lpridge_<ver>.tar.gz) on CRAN.
Short History:
MM did get the original sources in April 1995 as shar files, separately for
lpepaandlpridgefound there were too many communalities to keep these separate.
one of the relatively first CRAN packages, May 18, 2001:
lpridge_1.0-0.tar.gz.