[R] coefficients of each local polynomial from loess() or locfit()

[Dieter Menne]

Liu, Delong (NIH/CIT) [C] <liud2 <at> mail.nih.gov> writes:

>>> 
I want to extract estimated coeffiicents of each local polynomial at 
given x from loess(),  locfit(), or KernSmooth().  Can some experts 
provide me with suggestions?  Thanks.
>>

Try 

cars.lo <- loess(dist ~ speed, cars)
str(cars.lo)

List of 17
 $ n        : int 50
 $ fitted   : num [1:50]  5.89  5.89 12.57 12.57 15.37 ...
 $ residuals: Named num [1:50] -3.894  4.106 -8.568  9.432  0.631 ...
... omitted
  ..$ cell       : num 0.2
  ..$ family     : chr "gaussian"
  ..$ iterations : num 1
 $ kd       :List of 5
  ..$ parameter: Named int [1:7] 1 50 2 19 11 1049 849
  .. ..- attr(*, "names")= chr [1:7] "d" "n" "vc" "nc" ...
  ..$ a        : int [1:19] 1 1 1 1 1 1 1 0 0 0 ...
  ..$ xi       : num [1:19] 15 12 19 9 13 17 20 0 0 0 ...
  ..$ vert     : num [1:2]  3.90 25.11
  ..$ vval     : num [1:22]  5.71  1.72 96.46 10.88 41.21 ...
 $ call     : language loess(formula = dist ~ speed, data = cars)

Looks like kd holds information about the polynomials. Then, try

getAnywhere(predict.loess)

which will show you that the real work is done in function predLoess. 
Trying again

getAnywhere(predLoess)

you get an idea how the parameters are used for prediction.

fit[inside] <- .C(R_loess_ifit, as.integer(kd$parameter), 
     as.integer(kd$a), as.double(kd$xi), as.double(kd$vert), 
        as.double(kd$vval), as.integer(M1), as.double(x.evaluate[inside, 
      ]), fit = double(M1))$fit

Dieter