Re: [R] loess() v.s. lowess()

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From: Martin Maechler (maechler@stat.math.ethz.ch)
Date: Tue 14 Aug 2001 - 16:58:35 EST


Message-id: <15224.52251.296801.850157@gargle.gargle.HOWL>


>>>>> "BDR" == Prof Brian D Ripley <ripley@stats.ox.ac.uk> writes:

    BDR> On Tue, 14 Aug 2001, Ko-Kang Kevin Wang wrote:
>> Hi there,
>>
>> Just out of curious, is there any difference between loess() and
>> lowess() in R (and Splus in fact).

    BDR> Yes.

>> Which one is more often used?

    BDR> loess() is much more powerful.

    BDR> See the white book (Chambers & Hastie ca 1992) and the respective help
    BDR> pages.

One gotcha -- particularly if you were used to the fact that lowess() by
default is resistant to outliers {well, in many cases at least} :

lowess() per default has "iter = 3" which means it uses 3 ``robustifying''
         (also called "huberizing" for Huber (1960)) iterations .

loess() on the other hand has an argument `family' with possible values
        "gaussian" and "symmetric" (can be abbreviated) where the *first*
        one is the default (unfortunately, in my opinion).

I.e., loess() by default is not resistant/robust where as lowess() is.
Note that this does not contradict anything Prof.Ripley said above.
I would however recommend using loess(....., family = "sym") routinely.

Martin Maechler <maechler@stat.math.ethz.ch> http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum LEO D10 Leonhardstr. 27
ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
phone: x-41-1-632-3408 fax: ...-1228 <><
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