[R] loess() v.s. lowess()

[Martin Maechler]

>>>>> "BDR" == Prof Brian D Ripley <ripley at stats.ox.ac.uk> writes:

    BDR> On Tue, 14 Aug 2001, Ko-Kang Kevin Wang wrote:
    >> Hi there,
    >> 
    >> Just out of curious, is there any difference between loess() and
    >> lowess() in R (and Splus in fact).

    BDR> Yes.

    >> Which one is more often used?

    BDR> loess() is much more powerful.

    BDR> See the white book (Chambers & Hastie ca 1992) and the respective help
    BDR> pages.

One gotcha -- particularly if you were used to the fact that lowess() by
default is resistant to outliers {well, in many cases at least} :

lowess() per default has "iter = 3" which means it uses 3 ``robustifying''
	 (also called "huberizing" for Huber (1960)) iterations . 

loess() on the other hand has an argument  `family'  with possible values
	"gaussian" and "symmetric" (can be abbreviated) where the *first*
	one is the default (unfortunately, in my opinion). 

I.e., loess() by default is not resistant/robust where as lowess() is.
Note that this does not contradict anything Prof.Ripley said above.
I would however recommend using  loess(....., family = "sym") routinely.

Martin Maechler <maechler at stat.math.ethz.ch>	http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum  LEO D10	Leonhardstr. 27
ETH (Federal Inst. Technology)	8092 Zurich	SWITZERLAND
phone: x-41-1-632-3408		fax: ...-1228			<><
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