The advantages of using R and Excel for teaching nonparametric curve estimation are presented in this paper. The use of these two tools for teaching nonparametric curve estimation is illustrated by means of several well-known data sets. Computation of histogram and kernel density estimators as well as kernel and local polynomial regression estimators is presented using Excel and R. Interactive changes in the sample and the smoothing parameter are illustrated using both tools. R incorporates sophisticated routines for crucial issues in nonparametric curve estimation, as smoothing parameter selection. The paper concludes summarizing the relative merits of these two tools for teaching nonparametric curve estimation and presenting RExcel, a free add-in for Excel that can be downloaded from the R distribution network.
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