[R] multivariate local regression with locfit

Paul W Leu Leu_Paul_W at cat.com
Wed Jun 13 19:43:36 CEST 2001

 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 fitted outputs
of the prediction and the actual data.  I have scaled the inputs, tweaked
the alpha parameter, 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.

Paul Leu

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