locfit: locfit – R documentation

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Local Regression, Likelihood and Density Estimation.

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. See that function for options to control smoothing parameters, fitting family and other aspects of the fit.

Usage

locfit(formula, data=sys.frame(sys.parent()), weights=1, cens=0, base=0,
       subset, geth=FALSE, ..., lfproc=locfit.raw)

Arguments

`formula`	Model Formula; e.g. `y~lp(x)` for a regression model; `~lp(x)` for a density estimation model. Use of `lp()` on the RHS is recommended, especially when non-default smoothing parameters are used.
`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.

References

Loader, C. (1999). Local Regression and Likelihood. Springer, New York.

Examples

# fit and plot a univariate local regression
data(ethanol, package="locfit")
fit <- locfit(NOx ~ E, data=ethanol)
plot(fit, get.data=TRUE)

# a bivariate local regression with smaller smoothing parameter
fit <- locfit(NOx~lp(E,C,nn=0.5,scale=0), data=ethanol)
plot(fit)

# density estimation
data(geyser, package="locfit")
fit <- locfit( ~ lp(geyser, nn=0.1, h=0.8))
plot(fit,get.data=TRUE)

locfit

Local Regression, Likelihood and Density Estimation

v1.5-9.4

GPL (>= 2)

Authors

Catherine Loader [aut], Jiayang Sun [ctb], Lucent Technologies [cph], Andy Liaw [cre]

Initial release

2020-03-24

locfit

Description

Usage

Arguments

Value

References

See Also

Examples

locfit

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