From David.Kreil at boku.ac.at  Sat Jun 25 03:17:37 2011
From: David.Kreil at boku.ac.at (Dr. D. P. Kreil (Boku))
Date: Sat, 25 Jun 2011 03:17:37 +0200
Subject: [Rd] Is there an implementation of loess with more than 3
	parametric ...
In-Reply-To: <D357EA1D-D980-4473-952A-AD68C8755065@anu.edu.au>
References: <9C83044E-C107-4F77-AD1D-4042A679C54B@anu.edu.au>
	<BANLkTikBYNqH5uhf4CzDOcPyQpKTYZZQDA@mail.gmail.com>
	<D357EA1D-D980-4473-952A-AD68C8755065@anu.edu.au>
Message-ID: <BANLkTimEfahK+zqkW7=kusfQO=gdmQ4MLQ@mail.gmail.com>

Dear John,

> With loess, I regret that I cannot help. I have not looked
> into the code. ?I'd not been aware that there was such a
> speed difference. ? Are you sure that you are comparing
> like with like? ?loess does not optimise the choice of 'span',
> whereas (unless you fix it), mgcv does optimise the
> smoothing parameter.

I am aware that mgcv is the much more flexible package, so it is hard
to do a fair comparison but I have run loess in a cross-validation
loop to set the span parameter, and this runs in a few minutes on 50k
data points, while I aborted the gam attempt after several hours.

> You might at some point resubmit your question re the
> loess limitation to 4 parameters to CRAN, now with more
> background information.

Ok, what additional information can I provide that might be helpful?

Many thanks again for
your help and support,

David.



[Rd] Is there an implementation of loess with more than 3 parametric ...
Dr. D. P. Kreil (Boku