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

[Suresh Krishna]

Dear all,

I just realized that using family="qgauss" restores normal-looking  
confidence bands... I read that using family="gaussian" rather than  
family="qgauss" fixes the dispersion parameter at 1, but without knowing  
the theory behind the code, I dont understand why there is such a  
difference between the two. If there is a simple explanation or  
recommendation, I am eager to hear it.

Thanks, Suresh


On Tue, 03 Mar 2009 16:56:43 +0100, Suresh Krishna <madzientist at gmail.com>  
wrote:

>
> 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.
>
>