This is the code for Kernel Weighted Convex Regression written by Daisuke Yagi (d.yagi@tamu.edu).
We have two versions of KWCR: fixed bandwidth and variable bandwidth (KNN). ExperimentSettings.m file is the summary of the setting of Monte Carlo Simulation. You can run this file after you set every parameters for the experiments.
If you want to use the real data, then you can use LLKwSCtest.m directly, which is the main code for the whole estimation process. Other files are called from LLKwSCtest.m during the process of bandwidth selection and estimation.
You need to install Optimization Toolbox – quadprog function in your MATLAB.