hatmatrix Weight diagrams and the hat matrix for a local regression model. hatmatrix

Usage:


hatmatrix(formula, ...)

Arguments:

formula
model formula.
...
Other arguments to locfit and locfit.raw.

Description:

hatmatrix() computes the weight diagrams (also known as equivalent or effective kernels) for a local regression smooth. Essentially, hatmatrix() is a front-end to locfit(), setting a flag to compute and return weight diagrams, rather than the fit.

Value:

A matrix with n rows and p columns; each column being the weight diagram for the corresponding locfit fit point. If ev="data", this is the transpose of the hat matrix.

See Also:

locfit, plot.locfit.1d, plot.locfit.2d, plot.locfit.3d, lines.locfit, predict.locfit

Key Words:

locfit
  Locfit Home   Help Index  

Built: Sat Aug 4 07:44:53 EDT 2001
Copyright © 2000, Lucent Technologies
Author: Catherine Loader