# This is a function that calls a Fortran function that runs a local
# linear regression.  It takes a dependent variable vector "y" and 
# a matrix of regressors X and additional points X2 and COMPUTES FITTED VALUES
# AND RESIDUALS ONLY AT THE ADDITIONAL X2 POINTS.
# according to Fan's algorithm--equations 2.2 - 2.4

# This returns resid and mhat--the residuals and fitted values at X2 points.

# n2 is the length of X2

# h refers to the bandwith parameter (scalar)
	
# Need to run linker.static to link to Fortran before running any program
# that calls this function.


locreg4 <- function(X,y,X2,h){

   X <- as.vector(X)
   X2 <- as.vector(X2)
   n <- length(X)
   n2 <- length(X2)
   mhat <- vector("numeric",n2) 
   denom2 <- vector("numeric",n2) 

   storage.mode(X) <- "double"
   storage.mode(y) <- "double"
   storage.mode(X2) <- "double"
   storage.mode(mhat) <- "double"

   results <- .Fortran("locreg4", X, y, as.integer(n),X2, as.integer(n2), as.double(h), mhat=mhat,denom2=denom2)

# set the estimates for which denominator equalled zero equal to NA
     cutoff <- (1/(n*n))
     ind1 <- abs(results$denom2)<cutoff
     results$mhat[ind1] <- NA

    if (n==n2) {
     resid <- y - results$mhat
     }
     else {
     resid <- vector("numeric",length(y))*NA
     }

   reslist <- list(results$mhat,resid)
   names(reslist) <- c("mhat","resid")
   reslist
}