[R] smoothing function for proportions
Rose Hoberman
roseh at cs.cmu.edu
Fri Aug 10 17:23:09 CEST 2007
Sorry, forgot to attach the graph.
On 8/10/07, Rose Hoberman <roseh at cs.cmu.edu> wrote:
> I am looking for a function that can fit a smooth function to a vector
> of estimated proportions, such that the smoothed value is within
> specified confidence bounds of each proportion. In other words, given
> a small number of trials and large confidence intervals, I would
> prefer the function to vary smoothly, but given a large number of
> trials and small confidence intervals, I would prefer the function to
> lie within the confidence intervals, even if it is not smooth.
>
> I have attached a postscript file illustrating a data set I would like
> to smooth. As the figure shows, for large values of x, I have few
> data points, and so the ML estimate of the proportion varies widely,
> and the confidence intervals are very large. When I use the
> smooth.spline function with a large value of spar (the red line), the
> function is not as smooth as desired for large values of x. When I
> use a smaller value of spar (the green line), the function fails to
> stay within the confidence bounds of the proportions. Is there a
> smoothing function for which I can specify upper and lower limits for
> the y value for specific values of x?
>
> Thanks for any suggestions,
>
> Rose
>
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