LOCFIT: R and S-Plus Help

locfit(y~ang(x), scale=1/(2*pi))

The ang() function is used in a locfit model formula to specify that a variable should be treated as an angular or periodic term. The scale argument of locfit() is used to set the period.

x

numeric variable to be treated periodically.

scale

Locfit's scale argument is used to specify the period divided by 2\pi of the term. The default is scale=1, giving a period of 2\pi.

# generate an x variable, and a response with period 0.2
x <- seq(0,1,length=200)
y <- sin(10*pi*x)+rnorm(200)/5

# compute the periodic local fit. Note the scale argument is period/(2pi)
fit <- locfit(y~ang(x),scale=0.2/(2*pi))

# plot the fit over a single period
plot(fit)

# plot the fit over the full range of the data
plot(fit,xlim=c(0,1))

Loader, C. (1999). Local Regression and Likelihood. Springer, NY (Section 6.2).

locfit.

models