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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