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The actual contents of the file can be viewed below.

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binning                 Construct frequency table from raw data
geyser                  Old Faithful Geyser Data
h.select                Selection of the smoothing parameter
hcv                     Cross-validatory choice of smoothing parameter
hnorm                   Normal optimal choice of smoothing parameter in
                        density estimation
hsj                     Sheather-Jones choice of smoothing parameter
                        for density estimation
nise                    integrated squared error between a density
                        estimate and a Normal density
nmise                   mean integrated squared error for density
                        estimation with normal data
nnbr                    nearest neighbour distances from data in one or
                        two dimensions
pause                   Pause before continuing execution
provide.data            Making data available as data.frame
sig.trace               A significance trace for a hypothesis test
sm                      The sm package: summary information
sm.ancova               Nonparametric analysis of covariance
sm.autoregression       Nonparametric estimation of the autoregression
                        function
sm.binomial             Nonparametric logistic regression
sm.binomial.bootstrap   Bootstrap goodness-of-fit test for a logistic
                        regression model.
sm.density              Nonparametric density estimation in one, two or
                        three dimensions.
sm.density.compare      Comparison of univariate density estimates
sm.discontinuity        The detection of discontinuities in a
                        regression curve or surface.
sm.monotonicity         A test of monotonicity in a regression curve.
sm.options              Set or return options of sm library
sm.poisson              Nonparametric Poisson regression
sm.poisson.bootstrap    Bootstrap goodness-of-fit test for a Poisson
                        regression model
sm.regression           Nonparametric regression with one or two
                        covariates.
sm.regression.autocor   Nonparametric regression with autocorrelated
                        errors
sm.rm                   Nonparametric analysis of repeated measurements
                        data
sm.script               Running a script associated to the sm library
sm.sigma                Estimation of the error standard deviation in
                        nonparametric regression.
sm.sigma2.compare       Comparison across two groups of the error
                        standard deviation in nonparametric regression
                        with two covariates.
sm.sphere               Nonparametric density estimation for spherical
                        data.
sm.surface3d            Adding a regression surface to an rgl plot.
sm.survival             Nonparametric regression with survival data.
sm.ts.pdf               Nonparametric density estimation of stationary
                        time series data
sm.variogram            A test of spatial independence based on
                        smoothing an empirical variogram.