[R] lowess C code
Prof Brian Ripley
ripley at stats.ox.ac.uk
Thu Oct 25 18:38:56 CEST 2001
On Wed, 24 Oct 2001, cstrato at EUnet.at wrote:
> Hi,
>
> It would be great to have a C function extending lowess to multiple
> dimensions, i.e. about 100 dimensions. It is not quite clear to me
> whether this is possible.
It would most probably be statistical nonsense. Local smoothing just
isn't local in high-dimensional spaces without enormous volumes of data.
Indeed, with 100-dimensional inputs you are going to be hard-pressed to
make any non-linear method work well without needing far more data than R
could cope with.
> As far as I understand, loess can support only up to 14 dimensions.
> Is this correct?
You have the sources ....
> Best regards
> Christian Stratowa
> ----------------------------------
> C.h.r.i.s.t.i.a.n S.t.r.a.t.o.w.a
> V.i.e.n.n.a, A.u.s.t.r.i.a
>
>
> Prof Brian Ripley wrote:
>
> > On Tue, 23 Oct 2001, pawel wrote:
> >
> > > Hi,
> > > I understand that the core of lowess() function is written in C.
> > > Is the C source code available and if yes, how can I get to it?
> >
> > It's in the R sources in src/appl/lowess.c
> >
> > > I want to write a multidimensional extension of lowess() if you know of
> > > anybody who has implemented this already I would greatly appreciate any
> > > references or pointers.
> >
> > Look at loess in package modreg for one such.
> >
> > > thank you very much,
> > > pawel
> > >
> > >
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> > --
> > Brian D. Ripley, ripley at 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 272860 (secr)
> > Oxford OX1 3TG, UK Fax: +44 1865 272595
> >
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>
--
Brian D. Ripley, ripley at 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 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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