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rloess

How are loess and locfit different?


'loess' is implemented in R 'stats' package and 'locfit' in 'locfit' package. They are both nonparametric regression methods that uses local regression. What are the difference between two methods?


Solution

  • Based on this introduction it would appear that locfit is a generalization of loess and in fact you can obtain a loess fit using locfit, but locfit also has additional options to fit more general models including logistic regression style fits and general density estimation. It can also fit loess style models, but using a different weighting formula or even varying bandwidth.