Liaw, Andy
2006-Mar-16 12:13 UTC
[R] running median and smoothing splines for robust surface f itting
loess() should be able to do robust 2D smoothing. There's no natural ordering in 2D, so defining running medians can be tricky. I seem to recall Prof. Koenker talked about some robust 2D smoothing method at useR! 2004, but can't remember if it's available in some packages. Andy From: Vladislav Petyuk> > Hi, > Are there any multidimenstional versions of runmed() and > smooth.spline() functions? I need to fit surface into quite > noisy 3D data. > > Below is an example (2D) of kind of fittings I do. > Thank you, > Vlad > > #=generating complex x,y dataset with gaussian & uniform > noise== x <- seq(1:10000) x2 <- rep(NA,2*length(x)) y2 <- > rep(NA,2*length(x)) x2[seq(1,length(x2),2)] <- x > x2[seq(2,length(x2),2)] <- x y2[seq(1,length(x2),2)] <- > sin(4*pi*x/length(x)) + rnorm(length(x)) > y2[seq(2,length(x2),2)] <- runif(length(x),min=-5,max=5) > #==============================================================> > #=robust & smooth fit==========================================> y3 <- runmed(y2,51,endrule="median") #first round of running > median y4 <- smooth.spline(x2,y3,df=10) #second round of > smoothing splines > #==============================================================> > #=ploting data=================================================> plot(x2,y2,pch=19,cex=0.1) > points(x2,y3,col="red",pch=19,cex=0.1) #running median > points(y4,col="green",pch=19,cex=0.1) #smoothing splines > #==============================================================> > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > >
roger koenker
2006-Mar-16 13:17 UTC
[R] running median and smoothing splines for robust surface f itting
Andy's comment gives me an excuse to mention that rqss() in my quantreg package does median smoothing for 1d and 2d function and additive models involving such functions using total variation of f' and grad f as a roughness penalties. Further references available from ?rqss. Roger url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 On Mar 16, 2006, at 6:13 AM, Liaw, Andy wrote:> loess() should be able to do robust 2D smoothing. > > There's no natural ordering in 2D, so defining running medians can be > tricky. I seem to recall Prof. Koenker talked about some robust 2D > smoothing method at useR! 2004, but can't remember if it's > available in some > packages. > > Andy > > From: Vladislav Petyuk >> >> Hi, >> Are there any multidimenstional versions of runmed() and >> smooth.spline() functions? I need to fit surface into quite >> noisy 3D data. >> >> Below is an example (2D) of kind of fittings I do. >> Thank you, >> Vlad >> >> #=generating complex x,y dataset with gaussian & uniform >> noise== x <- seq(1:10000) x2 <- rep(NA,2*length(x)) y2 <- >> rep(NA,2*length(x)) x2[seq(1,length(x2),2)] <- x >> x2[seq(2,length(x2),2)] <- x y2[seq(1,length(x2),2)] <- >> sin(4*pi*x/length(x)) + rnorm(length(x)) >> y2[seq(2,length(x2),2)] <- runif(length(x),min=-5,max=5) >> #==============================================================>> >> #=robust & smooth fit==========================================>> y3 <- runmed(y2,51,endrule="median") #first round of running >> median y4 <- smooth.spline(x2,y3,df=10) #second round of >> smoothing splines >> #==============================================================>> >> #=ploting data=================================================>> plot(x2,y2,pch=19,cex=0.1) >> points(x2,y3,col="red",pch=19,cex=0.1) #running median >> points(y4,col="green",pch=19,cex=0.1) #smoothing splines >> #==============================================================>> >> ______________________________________________ >> R-help at stat.math.ethz.ch mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide! >> http://www.R-project.org/posting-guide.html >> >> > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting- > guide.html