warnings about `Insufficient vertex space', Locfit's default
           assigment can be increased by increasing 'maxk'. The default
           is 'maxk','100'. 

    'xlim' For density estimation, Locfit allows the density to be
           supported on a bounded interval (or rectangle, in more than
           one dimension). The format should be [ll;ul] (ie, matrix with
           two rows, d columns) where ll is the lower left corner of
           the rectangle, and ur is the upper right corner.
