lf {locfit}R Documentation

Locfit term in Additive Model formula


This function is used to specify a smooth term in a gam() model formula.

At the time of writing, gam is not available in R.


lf(..., alpha=0.7, deg=2, scale=1, kern="tcub", ev="tree", maxk=100)


... numeric predictor variable(s)
alpha Smoothing parameter. A single number (e.g. alpha=0.7) is interpreted as a nearest neighbor fraction. With two componentes (e.g. alpha=c(0.7,1.2)), the first component is a nearest neighbor fraction, and the second component is a fixed component. A third component is the penalty term in locally adaptive smoothing.
deg degree of polynomials to be fitted locally.
scale A scale to apply to each variable. This is especially important for multivariate fitting, where variables may be measured in non-comparable units. It is also used to specify the frequency for ang terms. If scale=FALSE (the default) no scaling is performed. If scale=TRUE, marginal standard deviations are used. Alternatively, a numeric vector can provide scales for the individual variables.
kern Weight function, default = "tcub". Other choices are "rect", "trwt", "tria", "epan", "bisq" and "gauss". Choices may be restricted when derivatives are required; e.g. for confidence bands and some bandwidth selectors.
ev Evaluation Structure, default = "tree". Also available are "phull", "data", "grid", "kdtree", "kdcenter" and "crossval". ev="none" gives no evaluation points, effectively producing the global parametric fit. A vector or matrix of evaluation points can also be provided.
maxk Controls space assignment for evaluation structures. For the adaptive evaluation structures, it is impossible to be sure in advance how many vertices will be generated. If you get warnings about `Insufficient vertex space', Locfit's default assigment can be increased by increasing maxk. The default is maxk=100.

See Also

locfit, locfit.raw, gam.lf, gam


# fit an additive semiparametric model to the ethanol data.
if (exists("gam")) {  # shut up R's checks
fit <- gam(NOx~lf(E)+C,data=ethanol)

[Package locfit version 1.1-9 Index]