search for: y_fitted

...t as lambda. I'm a bit confused because I was expecting an optimization of this parameter to gain a good fit... If I would use mle() of stats4 package or mle2() of bbmle package, I would have to write the function by myself which should be optimized. But what shall I return? -sum((y_observed - y_fitted)^2) ? Any other suggestions or comments on my solution? Antje

Dear R list As suggested by Prof Brian Ripley, I have tried to read acf literature. The main problem is I am not the statistician and hence have some problem in understanding the concepts immediately. I came across one literature (http://www.stat.nus.edu.sg/~staxyc/REG32.pdf) on auto-correlation giving the methodology. As per that literature, the auto-correlation is arrived at as per following.

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, r...