Re: [Rd] Is there an implementation of loess with more than 3 parametric ...

From: Dr. D. P. Kreil (Boku) <David.Kreil_at_boku.ac.at>
Date: Sat, 25 Jun 2011 03:17:37 +0200

Dear John,

> With loess, I regret that I cannot help. I have not looked
> into the code.  I'd not been aware that there was such a
> speed difference.   Are you sure that you are comparing
> like with like?  loess does not optimise the choice of 'span',
> whereas (unless you fix it), mgcv does optimise the
> smoothing parameter.

I am aware that mgcv is the much more flexible package, so it is hard to do a fair comparison but I have run loess in a cross-validation loop to set the span parameter, and this runs in a few minutes on 50k data points, while I aborted the gam attempt after several hours.

> You might at some point resubmit your question re the
> loess limitation to 4 parameters to CRAN, now with more
> background information.

Ok, what additional information can I provide that might be helpful?

Many thanks again for
your help and support,

David.



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