Re: [R] Parameters for loess to match results from lowess?

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Wed 17 May 2006 - 00:17:17 EST

On Tue, 16 May 2006, Stuart Leask wrote:

> I wish to reproduce a locally-weighted fit from (old-fashioned) lowess with
> (new-fangled) loess.

`new-fangled': from 1991! (That is, well before R.)

> Although ?lowess advises that loess has different defaults, does anyone know
> how to set up loess so it does exactly the same as lowess did?

It is not possible: the algorithms differ considerably in their details.

> Fiddling about suggests setting loess(x, span = 0.8, degree=1) is fairly
> close for my data - but clearly not the same.

You want family="symmetric" as well.

In determining 'local' loess() uses a tricubic weighting, lowess() uses a uniform weighting (on reading the code).

> (I can't help feeling that with something basic like this, I've probably
> been unlucky in my archive/help searches so far.)

Did you look at the references on the help pages? I think that is the only place you are likely to find this explained in detail.

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Wed May 17 00:23:23 2006

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