LFLM version 1.0
An S-PLUS/R library for locally weighted fitting of linear models

Henrik Aa. Nielsen

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The conditional parametric model is an extension of the well known linear regression model, obtained by replacing the parameters by smooth functions. Estimation in such models may be accomplished by fitting a, possibly larger, linear model locally to some explanatory variable(s). In this report the conditional parametric model is described together with a method of estimation. An S-PLUS / R implementation is described and an example given. Since the user interface is similar to other S-PLUS / R functions for regression the software is easy to use. Furthermore, to increase speed, the core of the program is written in the ANSI-C programming language. The software allows for experimentation with varible bandwidth selection procedures and evaluation structures.

IMM technical report 22/97

IMM publications list

Last modified Jan 29, 1998

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