[R] smoothing noisy data with a twist

[Matt Gibbs]

Hi,

I have a set of observations (x,y), derived from a previous estimation. 
For each observation I also have an estimated variance s(y) derived from 
the first stage.

The problem is that I need to smooth the data (x,y) while taking into 
account the fact that the y's have been estimated at a previous stage 
and thus already come with a variance. So, if I smooth the data I 
somehow need to take into account *two errors*, one from the smoothing 
and the other from the already noisy data that I start off with.

Does anyone have any idea how to do this?

thanks, matt.