locfit Local Regression, Likelihood and Density Estimation. locfit

Usage:


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

Description:

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().

Arguments:

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().

Value:

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

See Also:

locfit.raw

Examples:


data(ethanol)
locfit(NOx~E,data=ethanol)

References:

Consult the Web page http://cm.bell-labs.com/stat/project/locfit/.

Key Words:

locfit
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Author: Catherine Loader