locfit() in the locfit package can do that.
Andy
From: D. R. Evans
I have a feeling that this may be a stupid question, but here
goes anyway:
is there a function that I can use to replace loess but which allows a
larger number of predictors?
(I have a situation in which it would be very convenient to use 5
predictors, which violates the constraint in loess that the number of
predictors be in the range from 1 to 4.)
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