I've been trying to run locfit on data with 6 inputs and 1 output in R.
Whenever I make a prediction for the same exact data that the model was
built on though, I get significant discrepancies between the outputs of the
prediction and the actual data. I have tweaked the alpha parameter to no
avail and played around with a lot of the other variables as well. Is
their some kind of bug in locfit or is it just unable to do multivariate
local regression with so many variables?
I was able to accurately predict data using Vizier, commercialized
software that also performs locally weighted regression.
Thanks.
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