Using non parametric package within R with proper working tutorial
This link and PFF looks good:
http://cran.r-project.org/doc/contrib/Fox-Companion/appendix-nonparametric-regression.pdf
Although, it is in S and SPplus, it is fully compatible with R. The only question is how to get the data as there is no mention of the source.
This one seems to work better though with improved explanation:
http://cran.r-project.org/web/packages/np/vignettes/np.pdf
Using the np R packahe