[R] locfit troubles

[Roger Peng]

You should look at

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

on which the package is based.  In particular, check out page 218.

locfit() evaluates the regression surface over a grid that's chosen
adaptively.  In small bandwidth situations, it can run out of memory for
storing the grid.  Try increasing the `maxk' argument.

-roger
_______________________________
UCLA Department of Statistics
rpeng at stat.ucla.edu
http://www.stat.ucla.edu/~rpeng

On 25 Mar 2003, William T Morgan wrote:

> Dear R experts,
> 
> We've been playing with the locfit package and are experiencing a
> problem I am hoping for some help on.
> 
> We have a dataset of 13k points, one dimension of which is "judgment",
> either 0 or 1, and the other "score", an arbitrary scalar (in this case
> it's between .65 and .85). We use
> 
>   locfit(judgement~score,kern="rect",deg=0,family="normal",alpha=c(alpha0,alpha1))
> 
> which is the simplest scenario we can think of (though not the one we
> would like to use ultimately). The problem: under very small alpha1s
> (e.g. 0.001), we see the warning "newsplit: out of vertex space" and
> locfit produces a non-sensical output.
> 
> Does anyone know the source of this warning? More importantly, are we
> mistaken in our usage of such a small alpha1? (The scores are very
> tightly packed; there are no windows of size .001 without at least
> a few datapoints).
> 
> Thank you for your help.
> 
> -- 
> William T Morgan <wmorgan at mitre.org>
> The Mitre Corporation
> 
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