Suresh Krishna
2009-Mar-03 15:56 UTC
[R] locfit smoothing question (package maintainer not reachable)
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.
Suresh Krishna
2009-Mar-03 17:39 UTC
[R] locfit smoothing question (package maintainer not reachable)
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 <madzientist at 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. > >
Liaw, Andy
2009-Mar-03 19:17 UTC
[R] locfit smoothing question (package maintainer not reachable)
From: Suresh Krishna [...]> ps. The package maintainer, Catherine Loader, is no longer > reachable at > her Auckland address.For the record, I'm the package maintainer for locfit, and I have not exactly vanished (yet). Please see the package description. That said, it doesn't mean I know all the details about the code. I just do enough to keep the package on CRAN. Best, Andy Notice: This e-mail message, together with any attachme...{{dropped:12}}