Message-ID: <34139125.1124212265@fieldfare>
Date: 2005-08-16T16:11:05Z
From: riap2@cam.ac.uk
Subject: kernel smoothing of weighted data
Hi,
I want to use kde() or a similar function for kernel smoothing but I want
to specify the weight of each of my data points. I do not want to specify
the bandwidth on a point by point basis.
This seems such a simple and obvious thing to want to do I am suspicious
that there is not an obvious way to do it. The only discussion I have
found is about negative weights(!) and says nothing about implementation.
Can anyone suggest a package I have missed or suggest the best starting
point for writing my own solution.
The reason for wanting this is that I have a number of samples each of
~1000 data points from the same distribution but the samples are of
slightly differing statistical weight and eventually each point in each
sample may have its own statistical weight.
I have searched the list but I am not subscribed to it so please make me an
addressee of any reply.
Thanks
Robert Patterson