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

David Winsemius dwinsemius at comcast.net
Tue Mar 3 19:56:23 CET 2009


I think you should read (or re-read)  the locfit help page and *also*  
the links from that page to the help pages for locfit.raw and rv. I  
would have thought that since family= is not an argument to locfit per  
se, but rather is documented in locfit.raw that you have yet done so,  
but perhaps not?

-- 
David Winsemis
On Mar 3, 2009, at 12:39 PM, Suresh Krishna wrote:

>
> 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.
>>
>>
>
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