An embarrassment of riches

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An embarrassment of riches

Thomas L Jones
I have a dataset which I am trying to smooth, using locally weighted
regression. The y values are count data, integers with Poisson
distribution, and it is important for the regression function to know
this, since assuming a Gaussian distribution will lead to substantial
errors. It is a time series; the x values have equal five minute
intervals.

Here is the problem: I have an embarrassment of riches. Unless I am
mistaken, the following R packages will do this: locfit, aws, sm, gss,
semipar, pgam, gregmisc, to name just a few. Questions: Which package
should I use, and which function in the package should I use for the
regression?

Here is the Google search result, restricted to r-project.org:

http://www.google.com/search?as_q=locally+weighted+poisson+regression&num=10&hl=en&btnG=Google+Search&as_epq=&as_oq=&as_eq=&lr=&as_ft=i&as_filetype=&as_qdr=all&as_occt=any&as_dt=i&as_sitesearch=r-project.org&as_rights=&safe=images

If the above hyperlink does not work, please try
http://tinyurl.com/exw7e

Doc

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Re: An embarrassment of riches

Kjetil Halvorsen
On 1/2/06, Thomas L Jones <[hidden email]> wrote:

>
> I have a dataset which I am trying to smooth, using locally weighted
> regression. The y values are count data, integers with Poisson
> distribution, and it is important for the regression function to know
> this, since assuming a Gaussian distribution will lead to substantial
> errors. It is a time series; the x values have equal five minute
> intervals.
>
> Here is the problem: I have an embarrassment of riches. Unless I am
> mistaken, the following R packages will do this: locfit, aws, sm, gss,
> semipar, pgam, gregmisc, to name just a few.


I would try mgcv (not in your list ... ), function gam.

Kjetil


Questions: Which package

> should I use, and which function in the package should I use for the
> regression?
>
> Here is the Google search result, restricted to r-project.org:
>
>
> http://www.google.com/search?as_q=locally+weighted+poisson+regression&num=10&hl=en&btnG=Google+Search&as_epq=&as_oq=&as_eq=&lr=&as_ft=i&as_filetype=&as_qdr=all&as_occt=any&as_dt=i&as_sitesearch=r-project.org&as_rights=&safe=images
>
> If the above hyperlink does not work, please try
> http://tinyurl.com/exw7e
>
> Doc
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
>

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