I think you should read (or re-read) the locfit help page and *also*
the links from that page to the help pages for locfit.raw and rv. I
would have thought that since family= is not an argument to locfit per
se, but rather is documented in locfit.raw that you have yet done so,
but perhaps not?
--
David Winsemis
On Mar 3, 2009, at 12:39 PM, Suresh Krishna wrote:
Dear all,
I just realized that using family="qgauss" restores normal-looking
confidence bands... I read that using family="gaussian" rather than
family="qgauss" fixes the dispersion parameter at 1, but without
knowing the theory behind the code, I dont understand why there is
such a difference between the two. If there is a simple explanation
or recommendation, I am eager to hear it.
Thanks, Suresh
On Tue, 03 Mar 2009 16:56:43 +0100, Suresh Krishna <madzient...@gmail.com
> wrote:
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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