LOCFIT: R and S-Plus Help

locfit(formula, data, weights, cens, base, subset, geth, ..., lfproc)

locfit is the model formula-based interface to the Locfit library for fitting local regression and likelihood models.

locfit is implemented as a front-end to locfit.raw. See that function for options to control smoothing parameters, fitting family and other aspects of the fit.

formula

Model Formula; e.g. y~x for a regression model; ~x for a density estimation model

data

Data Frame.

weights

Prior weights (or sample sizes) for individual observations. This is typically used where observations have unequal variance.

cens

Censoring indicator. 1 (or TRUE) denotes a censored observation. 0 (or FALSE) denotes uncensored.

base

Baseline for local fitting. For local regression models, specifying a base is equivalent to using y-base as the reponse. But base also works for local likelihood.

subset

Subset observations in the data frame.

geth

Don't use.

...

Other arguments to locfit.raw() (or the lfproc).

lfproc

A processing function to compute the local fit. Default is locfit.raw(). Other choices include locfit.robust(), locfit.censor() and locfit.quasi().

An object with class "locfit". A standard set of methods for printing, ploting, etc. these objects is provided.

locfit.raw

# fit and plot a univariate local regression
data(ethanol)
fit <- locfit(NOx~E,data=ethanol)
plot(fit,get.data=T)

# a bivariate local regression with smaller smoothing parameter
fit <- locfit(NOx~E+C, data=ethanol, scale=0, alpha=0.5)
plot(fit)

# density estimation
data(geyser)
fit <- locfit(~geyser, alpha=c(0.1,0.8))
plot(fit,get.data=T)

Loader, C. (1999). Local Regression and Likelihood. Springer, New York.

smooth