[R] derivatives from loess (not locpoly)?

[Liaw, Andy]

A possible alternative is locfit(..., deriv=...) (in package `locfit'), as
described in Section 6.1 of Loader's "Local Regression and Likelihood".

Andy

> -----Original Message-----
> From: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk]
> Sent: Sunday, May 18, 2003 3:12 AM
> To: J S
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] derivatives from loess (not locpoly)?
> 
> 
> Not easily. Unlike locpoly (in KernSmooth, uncredited), loess uses a 
> locally varying bandwidth and that would need to be taken 
> into account in 
> determining the derivative.  The underlying Fortran code does 
> not have any 
> support for this.
> 
> On Sat, 17 May 2003, J S wrote:
> 
> > is there a way of estimating derivative curves, similar to 
> the ones we
> > get from 'locpoly', from 'loess' estimation.
> 
> >  i am interested in estimation of 1st and 2nd derivatives...
> 
> -- 
> 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 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
> 
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