This function provides an interface to Locfit, in the syntax of
(a now old version of) the S-Plus density function. This can reproduce
density results, but allows additional
locfit.raw arguments, such as the degree of fit, to be given.
It also works in double precision, whereas density only works
in single precision.
Usage
density.lf(x, n = 50, window = "gaussian", width, from, to,
cut = if(iwindow == 4.) 0.75 else 0.5,
ev = lfgrid(mg = n, ll = from, ur = to),
deg = 0, family = "density", link = "ident", ...)
Value
A list with components x (evaluation points) and y
(estimated density).
Arguments
x
numeric vector of observations whose density is to be estimated.
n
number of evaluation points.
Equivalent to the locfit.raw mg argument.
window
Window type to use for estimation.
Equivalent to the locfit.raw kern argument. This includes
all the density windows except cosine.
width
Window width. Following density, this is the full
width; not the half-width usually used by Locfit and
many other smoothers.
from
Lower limit for estimation domain.
to
Upper limit for estimation domain.
cut
Controls default expansion of the domain.
ev
Locfit evaluation structure -- default lfgrid().
deg
Fitting degree -- default 0 for kernel estimation.
family
Fitting family -- default is "density".
link
Link function -- default is the "identity".
...
Additional arguments to locfit.raw, with standard
defaults.