Locfit is compiled as four separate libraries:

• liblocf
• liblfev
• libmut
• libtube

Usually, these are compiled together with one of the interfaces: R/S-Plus or C-Locfit. However, they can also be used separately and linked to other applications, thereby providing local fitting capabilities.

libmut includes my numerical libraries for solving equations etc. You're welcome to use elsewhere, but I don't provide documentation. libtube is the tube library, used in Locfit for simultaneous confidence band construction.

liblocf and liblfev are the main libraries. liblocf computes the local fit one point at a time. liblfev computes the fit on a whole structure of points in a single call.

If you want to simply compute local regression fits, liblocf is the library to use. To reproduce results from the R/S-Plus versions of Locfit, or for statistical inference, model selection, degrees-of-freedom calculations etc, you'll want to use liblfev.