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

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

[Package Contents]