[R] locfit: max number of predictors?

[Keith Jewell]

Hi All,

In another thread Andy Liaw, who CRAN lists as locfit maintainer; said:
<quote>
From: "Liaw, Andy" <andy_liaw at merck.com>
To: "Guy Green" <guygreen at netvigator.com>; <r-help at r-project.org>
Subject: Re: Alternatives to linear regression with multiple variables
Date: 22 February 2010 17:50

You can try the locfit package, which I believe can handle up to 5
variables.  E.g.,
</quote>

Looking in the locfit documentation (e.g. 
http://www.stats.bris.ac.uk/R/web/packages/locfit/locfit.pdf) I can't see an 
upper limit on the number of predictors; if it is 5 I'm getting close in one 
of my applications.

Can anyone confirm or deny the existence of a 'crisp' upper limit on the 
number of predictors in locfit?

If it is 5, or thereabouts, can anyone suggest an alternative which can 
handle a few more? (I'm using it for multidimensional interpolation).

Best regards,

Keith Jewell