[R] LOESS function Newton optimization

KenjiPsyD psaito at alliant.edu
Wed Jul 13 01:53:27 CEST 2011


I have a question about running an optimization function on an existing LOESS
function defined in R. I have a very large dataset (1 million observations)
and have run a LOESS regression. Now, I want to run a Newton-Raphson
optimization to determine the point at which the slope change is the
greatest.

I am relatively new to R and have tried several permutations of the maxNR
and nlm functions with no success. For example, I used the nlm function as
follows:

LOESS <- loess(Y ~ X)
optim <- nlm(function(x) LOESS(x))...

However, this doesn't seem to work. In the examples I see online, the
function in nlm and maxNR are user defined, instead of the output of another
function (i.e., my LOESS regression).

Is it possible to run this type of optimization function on my Loess
function?

Thanks in advance for your help.

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