R help - May 2003 - derivatives from loess (not locpoly)?

is there a way of estimating derivative curves, similar to the ones we get from
'locpoly', from 'loess' estimation.
 
i am interested in estimation of 1st and 2nd derivatives...
 
 


---------------------------------


	[[alternate HTML version deleted]]

Not easily. Unlike locpoly (in KernSmooth, uncredited), loess uses a 
locally varying bandwidth and that would need to be taken into account in 
determining the derivative.  The underlying Fortran code does not have any 
support for this.

On Sat, 17 May 2003, J S wrote:
> is there a way of estimating derivative curves, similar to the ones we
> get from 'locpoly', from 'loess' estimation.
>  i am interested in estimation of 1st and 2nd derivatives...
-- 
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

A possible alternative is locfit(..., deriv=...) (in package `locfit'), as
described in Section 6.1 of Loader's "Local Regression and
Likelihood".

Andy
> -----Original Message-----
> From: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk]
> Sent: Sunday, May 18, 2003 3:12 AM
> To: J S
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] derivatives from loess (not locpoly)?
> 
> 
> Not easily. Unlike locpoly (in KernSmooth, uncredited), loess uses a 
> locally varying bandwidth and that would need to be taken 
> into account in 
> determining the derivative.  The underlying Fortran code does 
> not have any 
> support for this.
> 
> On Sat, 17 May 2003, J S wrote:
> 
> > is there a way of estimating derivative curves, similar to 
> the ones we
> > get from 'locpoly', from 'loess' estimation.
> 
> >  i am interested in estimation of 1st and 2nd derivatives...
> 
> -- 
> 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
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
>