[Rd] Is there an implementation of loess with more than 3 parametric ...
Dr. D. P. Kreil (Boku)
David.Kreil at boku.ac.at
Sat Jun 25 03:17:37 CEST 2011
> 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,
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