In reply to Alain.

It sounds like you want to evaluate the kernel fit at each point X[i] in the data. To do that, pass in X instead of t as the third argument to the KernelRegression module. (Or you can omit the third argument; by default, the module evaluates each point of X.) As you say, I evaluated the fit at 201 evenly spaced points so that the graph would look nice.