[R] locfit smoothing question (package maintainer not reachable)

[Suresh Krishna]

Dear list members,

I am trying to understand this output from the smoothing package locfit  
(1.5-4, running on R 2.8.1 on Windows Vista 64 bit).

# sample code

x<-1:100

y<-rnorm(100)
fit<-locfit(y~x,family="gaussian") #default parameters are fine
plot(fit,band="global")  #plot seems "reasonable", confidence bands use a  
global estimate of variance

y<-1000*rnorm(100)
fit<-locfit(y~x,family="gaussian")
plot(fit,band="global") #aren't these confidence bands too small ? am i  
using this function wrongly ?

Using band="local" gives results that seem to make "more sense". Could  
someone offer me some guidance ?

Thanks, Suresh

ps. The package maintainer, Catherine Loader, is no longer reachable at  
her Auckland address.