[R] Loess with more than 4 predictors / offsets

[Prof Brian Ripley]

On Mon, 22 Jan 2007, Louisell, Paul wrote:

> Hello,
>
> Does anyone know of an R version of loess that allows more than 4
> predictors and/or allows the specification of offsets? For that matter,
> does anyone know of _any_ version of loess that does either of the
> things I mention?

Why would you want offsets in a regression?: just subtract them from the 
lhs.  (R's lm has gained offsets by analogy with glm, but the S original 
did not have them).  If you would be more comfortable working with them, 
it would be very easy to create a modified version that supports them.

Also, have you heard of the 'curse of dimensionality'?  Localization even 
to 4 dimensions is no longer really an appropriate term, and Euclidean 
distance will be the main determinant of 'local' and is quite arbitrary.


> Thanks,
>
> Paul Louisell
> 650-833-6254
> ploua at allstate.com
> Research Associate (Statistician)
> Modeling & Data Analytics
> ARPC
>
>
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595