[R] smoothing parameter in locfit package

FMH kagba2006 at yahoo.com
Mon May 10 18:35:02 CEST 2010


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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