Message-ID: <e9cc0223490737c0ca56c06563cd60a7@uiuc.edu>
Date: 2005-04-06T12:24:24Z
From: Roger Koenker
Subject: French Curve
In-Reply-To: <16979.34385.512954.928745@stat.math.ethz.ch>
On Apr 6, 2005, at 1:48 AM, Martin Maechler wrote:
>
> Median filtering aka "running medians" has one distinctive
> advantage {over smooth.spline() or other so called linear smoothers}:
> It is "robust" i.e. not distorted by gross outliers.
> Running medians is implemented in runmed() {standard "stats" package}
> in a particularly optimized way rather than using the more general
> running(.) approach of package 'gtools'.
>
Median smoothing splines are also implemented in the quantreg
package see ?rqss, but they produce piecewise linear fitting so
they may not appeal to those accustomed to french curves.
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