[R] smoothing parameter in locfit package

[Liaw, Andy]

Loader's book is the ultimate reference (other than the source code...).  I don't have it with me right now, so can't tell you for sure.  However, it seems like an odd thing to do to use a different kernel at the selection step than the final estimation step.  I should think if you specify the kernel, it is used regardless of how the bandwidth is chosen.

Andy 

From: FMH 
> 
> Thank you Andy. I'm aware of that but my question is about 
> the way  the locfit package use to automatically determine 
> the bandwidth/smoothing parameter if Gauss kernel density 
> function is used as the weight function. Does the generalized 
> cross validation criteria is imposed here or does the value 
> of the bandwidth is fixed (by default) in the package, unless 
> we specify our own value?
> 
> 
> Cheers,
> Fir
> 
> 
> 
> ----- Original Message ----
> From: "Liaw, Andy" <andy_liaw at merck.com>
> To: FMH <kagba2006 at yahoo.com>; r-help at r-project.org
> Sent: Mon, May 10, 2010 4:00:51 PM
> Subject: RE: [R] smoothing parameter in locfit package
> 
> See the "kern" argument in ?locfit.raw.
> 
> Andy 
> 
> From: FMH
> > Hi,
> > 
> > In the locfit package, could someone please let me know the 
> automatic 
> > selection of smoothing parameter if Gauss kernel density 
> function is 
> > used as weight function?
> > 
> > thanks
> > Fir
> > 
> > 
> >      
> >     [[alternative HTML version deleted]]
> > 
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