Local Regression and Likelihood

I am moving to Case Western Reserve University in August 2002. Updated Locfit pages may be found on the CWRU statistics department web site sometime in the future.

LOCFIT is a software system for fitting curves and surfaces to data, using the local regression and likelihood methods. The code is mostly written in C; an interface is provided that enables LOCFIT to be used as an S-Plus or R library.

For a quick tour of LOCFIT's main capabilities, you may like this introductory paper.

Download LOCFIT
Locfit Example

For S and S-Plus users

For R users

Note: Some binary distributions of R have LOCFIT preinstalled. Type library() at the R prompt to get a list of your currently installed libraries.

As a stand-alone program, C-Locfit

Due to time constraints, I do very little maintainence and development of these versions. I encourage using Locfit as an S-Plus or R library instead. R is free.

R and S Help Pages

Local Regression and Likelihood

Copyright © 1996-2001 Lucent Technologies.
Catherine Loader,
email: c at herine.net