hatmatrix {locfit}R Documentation

Weight diagrams and the hat matrix for a local regression model.


hatmatrix() computes the weight diagrams (also known as equivalent or effective kernels) for a local regression smooth. Essentially, hatmatrix() is a front-end to locfit(), setting a flag to compute and return weight diagrams, rather than the fit.


hatmatrix(formula, dc, ...)


formula model formula.
dc Derivative adjustment (to be passed to locfit.raw.
... Other arguments to locfit and locfit.raw.


A matrix with n rows and p columns; each column being the weight diagram for the corresponding locfit fit point. If ev="data", this is the transpose of the hat matrix.

See Also

locfit, plot.locfit.1d, plot.locfit.2d, plot.locfit.3d, lines.locfit, predict.locfit

[Package locfit version 1.1-9 Index]