R help - Mar 2012 - Moving average with loess

Hello All,

I just have a very simple question. I recently switching from Matlab to R, so
cannot figure out some of the easy tasks in the new environment.

Is there any weighted local regression smoothing in R? Basically, I want to have
weighted moving average. All the functions that I know of need two variables for
fitting.

Best,
Robert

Hi Robert,

You can try ?lowess

Regards,
Pascal



----- Mail original -----
De?: "Faryabi, Robert (NIH/NCI) [F]" <Babak.Faryabi at nih.gov>
??: "r-help at r-project.org" <r-help at r-project.org>
Cc?: 
Envoy? le : Vendredi 9 mars 2012 8h43
Objet?: [R] Moving average with loess

Hello All,

I just have a very simple question. I recently switching from Matlab to R, so
cannot figure out some of the easy tasks in the new environment.

Is there any weighted local regression smoothing in R? Basically, I want to have
weighted moving average. All the functions that I know of need two variables for
fitting.

Best,
Robert

______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Hi Robert,

If you type
?loess
It pulls up the documentation. What about that function do you not like? As
you said, it needs two variables, but typically the second is just your
time index. Try this:

n <- 50
x <- rep(0,n)
for(i in 2:n){
  x[i] <- rnorm(1,x[i-1])
}
loess(x ~ seq(1,n))
plot(1:n,x,type='l')
lines(predict(loess(x ~ seq(1,n))),col=4,type='l')

This might also help:
http://research.stowers-institute.org/efg/R/Statistics/loess.htm


-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On
Behalf Of Faryabi, Robert (NIH/NCI) [F]
Sent: Thursday, March 08, 2012 6:43 PM
To: r-help at r-project.org
Subject: [R] Moving average with loess

Hello All,

I just have a very simple question. I recently switching from Matlab to R,
so cannot figure out some of the easy tasks in the new environment.

Is there any weighted local regression smoothing in R? Basically, I want to
have weighted moving average. All the functions that I know of need two
variables for fitting.

Best,
Robert

______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.