I've tested Locfit 2.0 with S-Plus 7 and S-Plus 8 beta under Linux. Installation may work similarly with S-Plus 5 and 6.

Download:

• Source
• Linux Binary

For installation of the binary, see the Linux Binary installation page.

Installation from Source

1. Download and save the
   • LOCFIT 2.0 Source (Nov 1, 2006)
2. Unpack the archive:

   gunzip locfit.tgz
   tar -xvf locfit.tar
   cd locfit
   

3. Ensure the SHOME environment variable is properly set.
4. Run the installation script, preferably as root:

   ./install.S8
   

   If you don't have root privileges, then you will need to:

   1. Change INSTALLDIR in the Makefile. This is where locfit's dynamic libraries go. (Alternatively, use static loading).
   2. Specify an installation directory for the S-Plus library:

      ./install.S8 -I $HOME/myslibrarydir -S
      

      The -S switches to static loading.
5. (Optional) Add the line

         locfit       Local Regression and Likelihood
   

   to the file $SHOME/library/README.

Now, you're ready to run! Start S-Plus, and attach the LOCFIT library with

> library("locfit",first=T)