R help - Mar 2002 - non-decreasing smoother

Hello 

Is there a simple way of fitting a 'smooth curve' to a time series with
the additional constraint that the first derivative be not negative? 
I know that if I choose a "large enough" window for a moving average 
sort of filter on my data I end up with a non-decreasing curve anyway, but
I'm wondering if there is a pre-built method that can include the
constraint from the start, and lets you vary the degree of smoothness 
in addition to it. 

This is a kind of "data quality control" issue: I have hundreds of
time
series on the order of a couple of hundred's observations each, and I
expect to replicate this smoothing process for each series separately. 


Thanks in advance

claudia

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claudia tebaldi                                  NCAR  RAP
project scientist                                P.O. Box 3000
(303) 497-2830                                   Boulder, CO 80307
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> Is there a simple way of fitting a 'smooth curve' to a time series
with
> the additional constraint that the first derivative be not negative? 
- there's an example provided in the help file for pcls() in library mgcv
that does this. 

Simon
 
______________________________________________________________________
> Simon Wood  snw at st-and.ac.uk  http://www.ruwpa.st-and.ac.uk/simon.html
> The Mathematical Institute, North Haugh, St. Andrews, Fife KY16 9SS UK
> Direct telephone: (0)1334 463799          Indirect fax: (0)1334 463748 

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