If I'm not mistaken, S-G is essentially a local (even-degree) polynomial smoother with constant bandwidth. You can use a constant bandwidth local polynomial smoother that allows weights; e.g., in the locfit package.
HTH, Andy > From: Matt Hart > > Hi, > > Does anyone know how to use weights and generate error bounds for > Savitzky-Golay? I have a (smallish) set of points y equally > spaced each > with a known error and would like to smooth them using S-G > but so as to > take into account the error already have and construct new > error bounds > around them that take into account the errors they had at the > beginning > and the erros they get as a result of the smoothing. > > thanks, m. > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > > ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
