bug (PR#13570)
On Thu, 5 Mar 2009, Benjamin Tyner wrote:
Hi Nice to hear from you Ryan. I also do not have the capability to debug on windows; however, there is a chance that the behavior you are seeing is caused by the following bug noted in my thesis (available on ProQuest; email me if you don't have access): "When lambda = 0 there are no local slopes to aid the blending algorithm, yet the interpolator would still assume they were available, and thus use arbitrary values from memory. This had implications for both fit and tr[L] computation. In the updated code these are set equal to zero which seems the best automatic rule when lambda = 0." [lambda refers to degree] I submitted a bug fix to Eric Grosse, the maintainer of the netlib routines; the fixed lines of fortran are identified in the comments at (just search for my email address): http://www.netlib.org/a/loess These fixes would be relatively simple to incorporate into R's version of loessf.f
The fixes from dloess even more simply, since R's code is based on dloess. Thank you for the suggestion. Given how tricky this is to reproduce, I went back to my example under valgrind. If I use the latest dloess code, it crashes, but by selectively importing some of the differences I can get it to work. So it looks as if we are on the road to a solution, but something in the current version (not necessarily in these changes) is incompatible with the current R code and I need to dig further (not for a few days).
Alternatively, a quick check would be for someone to compile the source package at https://centauri.stat.purdue.edu:98/loess/loess_0.4-1.tar.gz and test it on windows. Though this package incorporates this and a few other fixes, please be aware that it the routines are converted to C and thus there is a slight performance hit compared to the fortran. Hope this helps, Ben
[...]
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