This is the R package `np' (Nonparametric Kernel Methods for Mixed Datatypes) written and maintained by Jeffrey S. Racine (firstname.lastname@example.org) and co-authored by Tristen Hayfield (email@example.com)
You can install the stable version on CRAN:
install.packages('np', dependencies = TRUE)
Alternatively, you can install the development version but before doing so Windows users have to first install Rtools, while OS X users have to first install Xcode and the command line tools (in OS X 10.9 or higher, once you have Xcode installed, open a terminal and run xcode-select --install). Note also that versions of e.g. Rtools are paired with versions of R so ensure you have the latest version of R installed prior to commencing this process.
library(devtools); install_github('R-Package-np', 'JeffreyRacine')
Note also that if you wish a fast install without the building of vignettes (or if you do not have TeX installed on your system), add the option build_vignettes=FALSE to the install_github() call.
Note that if you wish to install the MPI-enabled development version of the package (i.e. the package `npRmpi'), you can add the option ref='npRmpi' to the install_github call above presuming that your system has the required MPI subsystem installed (see my homepage for further details).
For more information on this project please visit the maintainer's website (http://www.economics.mcmaster.ca/faculty/racinej).