The functions included in this Package are:

• NPRegress -
  Uses optimized, high speed routines to fit an arbitrary order, nonparametric local polynomial regression estimation on multivariate data of any dimension, with pre-defined or user-defined kernels.  Also estimates slopes, regression residuals, confidence intervals, and can output an Interpolating function of the fits to use elsewhere.  Also includes high speed local polynomial, generalized least squares (GLS) routines.
• NPKDense -
  Provides nonparametric density estimation of multivariate data with user defined kernels.  Includes fast routines for standard kernels such as the Normal, Epanechinikov, and the Uniform, for example.
  
• CrossValidatedH -
  Finds the optimal window-width ('h') for multivariate nonparametric regressions.  Includes mean square error, root mean square error, median absolute error, mean absolute percentage error, and median prediction error loss functions.  Allows the user to select many of the parameters of the cross-validation routine.  Also allows for the use of arbitrary kernels, albeit at much slower speeds. 
• Other Assorted Functions -
  SilvermanH - Calculates the well-known asymptotic kernel window-width for data of arbitrary dimensions.  FastNPDensity - Provides very quick univariate density estimation when the user is mostly interested in quick visualization of data.  MultipleKDensityPlot - Provides quick and dirty estimation of multiple densities, color-coded for easy data visualization.