[R] Weighted Savitzky-Golay?

Matt Hart mmmabos at comcast.net
Mon Oct 4 15:32:35 CEST 2004


Does anyone know how to use weights and generate error bounds for 
Savitzky-Golay? I have a (smallish) set of points y equally spaced each 
with a known error and would like to smooth them using S-G but so as to 
take into account the error already have and construct new error bounds 
around them that take into account the errors they had at the beginning 
and the erros they get as a result of the smoothing.

thanks, m.

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