Dear list, I've got a question concerning difference between loess and locpoly. I have to use a plug-in method to chose a bandwith so I take locpoly method to fit a curve. My problem is:I know how to get predicted values in loess: m=loess(y~x) y_fitted=predict(m). But how to get the same in locpoly? I computed like this: bw=dpill(x, y, blockmax = 5, divisor = 20,trim = 0.01, proptrun = 0.05, gridsize = n, range(x), truncate = FALSE) m=locpoly(x, y, drv = 0, degree = 1, gridsize= n, bandwidth=bw, bwdisc = 25, range(x), binned = FALSE) fitfn <- approxfun(m$x, m$y) m_y <- fitfn(x) but i'm not sure it is right? Thanks in advanced. Pawel Teisseyre.