January 2009
Beginner
264 pages
8h 12m
English
Content preview from Computational Statistics
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BEYOND LINEAR REGRESSION 99
Details
Fitting is done locally. That is, for the fit at point x, the fit is made using points in a neigh-
bourhood of x, weighted by their distance from x (with differences in ‘parametric’ variables
being ignored when computing the distance). The size of the neighbourhood is controlled
by α (set by span or enp.target). For α < 1, the neighbourhood includes proportion α
of the points, and these have tricubic weighting (proportional to (1 − (dist/maxdist)
3
)
3
.
For α > 1, all points are used, with the ‘maximum distance’ assumed to be α
1/p
times the
actual maximum distance for p explanatory variables.
For the default family, fitting ...
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