[R] Parameters for loess to match results from lowess?

[Stuart Leask]

Many thanks.

No, I confess I didn't look up the loess ref in "Statistical Models in S". 
Since loess has been around for so long, I assumed that someone else had 
encountered this challenge, and found a solution, some time ago.

In the general case this leads to an informative posting in the archives... 
which, of course, now exists...

Far too tempting (after my statutory hour of searching for a solution) to 
ask The List. Perhaps we'd all be more industrious if all questions were 
'quarantined' for 24 hours.

Thank you for your help, both to me individually and to the growing 
multitude of R users.


Stuart

----- Original Message ----- 
From: "Prof Brian Ripley" <ripley at stats.ox.ac.uk>
To: "Stuart Leask" <stuart.leask at nottingham.ac.uk>
Cc: <r-help at stat.math.ethz.ch>
Sent: Tuesday, May 16, 2006 3:17 PM
Subject: Re: [R] Parameters for loess to match results from lowess?


> On Tue, 16 May 2006, Stuart Leask wrote:
>
>> I wish to reproduce a locally-weighted fit from (old-fashioned) lowess 
>> with
>> (new-fangled) loess.
>
> `new-fangled': from 1991!  (That is, well before R.)
>
>> Although ?lowess advises that loess has different defaults, does anyone 
>> know
>> how to set up loess so it does exactly the same as lowess did?
>
> It is not possible: the algorithms differ considerably in their details.
>
>> Fiddling about suggests setting loess(x, span = 0.8, degree=1) is fairly
>> close for my data - but clearly not the same.
>
> You want family="symmetric" as well.
>
> In determining 'local' loess() uses a tricubic weighting, lowess() uses a
> uniform weighting (on reading the code).
>
>> (I can't help feeling that with something basic like this, I've probably
>> been unlucky in my archive/help searches so far.)
>
> Did you look at the references on the help pages?  I think that is the
> only place you are likely to find this explained in detail.
>
> -- 
> 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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