locfit.raw(x, y, weights, ...)
x
| Independent variable (or matrix). |
y
| Response variable. |
weights
| Prior weights for observations (reciprocal of variance, or sample size). |
cens
| Censoring indicators for hazard rate or censored regression. |
base
| Baseline parameter estimate. |
xlim
| For density estimation, optional vector of lower and upper bounds for variables. |
flim
| A vector of lower and upper bounds for the evaluation structure. Defaults to the data range. |
scale
|
A scale to apply to each variable. Effectively, the data is
transformed before fitting, by dividing each component of the
independent variable by the corresponding component of scale .
|
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.
|
ev
|
Evaluation Structure, default = "tree" . Also available are
"phull" , "data" , "grid" , "kdtree" , "kdcenter" , "crossval" .
|
deg
| Degree of local polynomial. Default: 2 (local quadratic). |
family
|
Local likelihood family; "gaussian" ;
"binomial" ; "poisson" ; "gamma" and "geom" .
Density and rate estimation families are "dens" , "rate" and
"hazard" (hazard rate). A default is selected based on whether or
not "y" and "cens" arguments are given; specifying a
family argument overrides the default.
|
link
|
Link function for local likelihood fitting. Depending on the family,
choices may be "ident" , "log" , "logit" , "inverse" ,
"sqrt" .
|
maxk
|
Controls space assignment for evaluation structures, default 50
|
kern
|
Weight function, default = "tcub" . Others 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.
|
kt
|
Kernel type, "sph" (default); "prod" .
In multivariate problems, Co{"prod"} uses a
simplified product model which speeds up computations.
|
itype
| Integration type for density estimation. |
mint
| Points for numerical integration rules. Default 20. |
maxit
| Maximum iterations for local likelihood estimation. Default 20. |
cut
| Refinement parameter for adaptive partitions. Default 0.8; smaller values result in more refined partitions. |
dc
| Derivative adjustment. |
geth
| Don't use! |
mg
| Margin size for grids. |
deriv
|
Don't use!
|