Software for Kernel Regression?



In connection with an ongoing software development program for
monitoring and control of an industrial, I have been searching for a
good software for Kernel Regression. It would have to be a .Net
compatible API (dll or ActiveX component) that can be integrated into
a C# .Net framework for analyzing large volumes of multivariate online
data. If anyone knows of such a program, I would greatly appreciate if
they shared the information.

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