implement local linear regression as an alternative to local averaging

[Beliavsky]

As an enhancement, could you please allow for local linear regression as an alternative to local averaging, which is already implemented? Given k neighbors, one fits a d-order autoregression to make a prediction at the target point.

[javiag]

It's a good idea! Thank you!

If you feel like it, you can code it yourself and make a PR. If not, we will do it as soon as we can.