I don't currently have access to S-Plus on windows machines, so can't provide compiled versions of Locfit 2.0. If anyone has suitable compilers and is willing to try, please contact me.

1. Download the self-extracting zip file for
   • Splus 3.3
   • Splus 4.0, 4.5, 2000
   • Splus 6.0 (works with S-Plus 7 also?)
   as appropriate. Depending on your browser set-up, it may run automatically, or save to your Temp directory.
2. Determine your SHOME directory. The defaults are
   • C:\spluswin for Splus 3.3
   • C:\program files\splus4 for Splus 4.0
   • C:\program files\splus45 for Splus 4.5
   • C:\program files\sp2000 for Splus 2000.
   • C:\program files\Insightful\splus6 for Splus 6.0.
3. Run the self-extracting zip file. You should get a WinZip self-extractor dialog box. The "UnZip to Folder" box should, if necessary, be changed to SHOME\library\locfit, where SHOME is as determined above. (S-Plus 4.0 and 4.5 users: changing this will be necessary).
4. Click the unzip button. The files should be unzipped to the specified location. If errors occur, check again that the "UnZip to Folder" was correctly entered.
5. (Optional) Add the line

   locfit        Local Regression, Likelihood and Density Estimation
   

   to the file SHOME\library\readme.txt.

LOCFIT is now ready to run. Start an S-Plus session, and type

> library("locfit",first=T)

to attach the LOCFIT library.

S-Plus 6.0 Notes: This is the first windows version of LOCFIT to incorporate the S-4 classes and methods. It also includes some (as yet undocumented) changes, most notably to the way evaluation structures are specified in LOCFIT calls.

S-Plus 3.3 Notes: This is an old archive. I no longer have S-Plus 3.3 so can't update it. If you have the Watcom compiler I will be glad to send updated source...