Installing LOCFIT in R

R is a free statistical programming language, available from CRAN. The R language is similar to S version 3.

The distribution and installation here is tested using R version 1.1.1 under Linux.

MS-Windows users, please download the precompiled binary distribution from the Windows sections of CRAN.

Unpack the archive:

       gunzip locfit-R.tgz
       tar -xvf locfit.tar

Install the library with
```
       R INSTALL locfit
```
Assuming compilation was successful, start R and attach the Locfit library with
```
       > library("locfit")
```