hatmatrix: Weight diagrams and the hat matrix for a local regression model.
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.Usage
hatmatrix(formula, ...)
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.