[R] Weighted Savitzky-Golay?
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.
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