Re: [R] kernel smoothing of weighted data

From: Francisco J. Zagmutt <>
Date: Wed 17 Aug 2005 - 03:51:52 EST

You can also specify weights in sm.density() in the package sm.



>From: Prof Brian Ripley <>
>Subject: Re: [R] kernel smoothing of weighted data
>Date: Tue, 16 Aug 2005 18:13:43 +0100 (BST)
>density() in the R-devel version of R allows weights.
>locfit() in the package of the same name also appears to be documented to.
>On Tue, 16 Aug 2005 wrote:
> > I want to use kde() or a similar function for kernel smoothing but I
> > to specify the weight of each of my data points. I do not want to
> > the bandwidth on a point by point basis.
>The only kde() I found is from the recent package ks, and is for
>multivariate data -- if you want that, you did not say so and I've not
>looked for an answer there.
> > 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
> > 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
> > addressee of any reply.
>Brian D. Ripley,
>Professor of Applied Statistics,
>University of Oxford, Tel: +44 1865 272861 (self)
>1 South Parks Road, +44 1865 272866 (PA)
>Oxford OX1 3TG, UK Fax: +44 1865 272595
> mailing list
>PLEASE do read the posting guide!
> mailing list PLEASE do read the posting guide! Received on Wed Aug 17 04:05:49 2005

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