The new version of the software has been incorporated into Locfit. If you have a Locfit that has a date newer than Feb 24, 2001, you already have the "Parfit" for computing the SCB.
To compile in Linux, for example, in the $SHOME/library directory or your own locfit directory, type
To make the SCB's, use e.g.
fit4 <- scb(deaths ~ lconc, type=4, w=nins, data=insect,
deg=1, family="binomial", kern="parm")
Arguments are type (= 0 to 4; 0=pointwise, 1 to 4 as in table 3), w (=
a vector of prior weights; e.g. When the responses are binomial,
nins indicates `n' for each observation, default is a vector of 1's,
assuming a 0-1 response; When the responses are Gaussian, it is
1/sigma^2 for non-homogeneous data)
and kern="parm" (to force the parametric fit), as well
as other typical Locfit or Splus
Simulations are also in the source code, but it has to be compiled in stand-alone mode, use
make clean # removes object files from above (different format!) make # builds locfit ./locfit locfit> x=runif(100) y=rnorm(100) locfit> scbmax y~x kern=parm corr=2 (e.t.c. other arguments as before.)