[R] kernel smoothing of weighted data

From: <riap2_at_cam.ac.uk>
Date: Wed 17 Aug 2005 - 02:11:05 EST


Hi,

I want to use kde() or a similar function for kernel smoothing but I want to specify the weight of each of my data points. I do not want to specify the bandwidth on a point by point basis.

This seems such a simple and obvious thing to want to do I am suspicious that there is not an obvious way to do it. The only discussion I have found is about negative weights(!) and says nothing about implementation. Can anyone suggest a package I have missed or suggest the best starting point for writing my own solution.

The reason for wanting this is that I have a number of samples each of ~1000 data points from the same distribution but the samples are of slightly differing statistical weight and eventually each point in each sample may have its own statistical weight.

I have searched the list but I am not subscribed to it so please make me an addressee of any reply.

Thanks

Robert Patterson



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