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

[Dieter Menne]

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

> Instead, I am more interested in obtaining the
> coefficient estimates of local polynomial from loess().  Is it
> straightforward to modify loess() so that the coefficient estimates can
> be put into the return list of loess()?  

No need to change loess.
> 
> cars.lo <- loess(dist ~ speed, cars)
> str(cars.lo)
> 
> List of 17
...
>  $ 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 ...

As I showed you, they are in cars.lo$kd, but you must dig into the source code
to find out how they are used. And after reading Brian Ripley's warning, I would
recommend that you don't try it if you are not sure how "extract" these.

Dieter