I have been attempting to use Bowman & Azzalini kernel smoothing routines from the SM library to sketch confidence intervals for serially correlated longitudinal data. The rm procedure does not seem allow for cases where the variance is increasing with time. The envelope in this case is drawn with a constant width. Are there any macros around for smoothing that do this or have I missed something? ______________________________________________________ Get Your Private, Free Email at http://www.hotmail.com -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._