cal regression fit of x and y.
         fit = locfit(x)     % density estimation of x.

  Smoothing with locfit is a two-step procedure. The locfit()
  function evaluates the local regression smooth at a set of points
  (can be specified through an evaluation structure). Then, use
  the predict() function to interpolate this fit to other points.

  Additional arguments to locfit() are specified as 'name',value pairs, e.g.:
  locfit( x, 'alpha',[0.7,1.5] , 'family','rate' , 'ev','grid' , 'mg',100 );