I am Currently running
npregivderiv() from the np package.
My dataset contains 30 variables with roughly 19000 observations.
I've been running it for about an hour, but it is only at iteration 4 of finding the optimal smoothing for the process (don't know out of how many). I searched Google for any indication of how long this can potentially take.
Is this normal? Does anyone have any experience with this? I do understand that this is a relatively large dataset, but its a package for non-parametrics, which clearly should focus on large (if not huge) samples.