Instructions to download R-software for my book "Nonparametric curve estimation: methods, theory and applications": 1) Download and save document book1.r in directory of choice. 2) Open R 3) Install the following packages, if not done so already: EbayesThresh adlift wavelets MASS Example using the internet: i)Type in R prompt install.packages("EbayesThresh") ii)press Enter key. 4) Source the file. Example using windows: source("C:/Users/Desktop/book1.r") You are ready to follow the book. Note: Once this process has been done once, all you need to do in future usage is step 4).