Using a gam model (package gam, possibly others) will take care of the link function (and variance function) for you and allow using loess to fit the data. Here is a quick example to get you started, though you should read up on gam models yourself as well.
library(gam) x <- seq(0,1, length=250) y <- rpois(250, (sin(x*2*pi)+1.2)*3) plot(x,y) lines(x,(sin(x*2*pi)+1.2)*3, col='blue') fit <- gam(y~lo(x), family=poisson) lines(x, predict(fit, data.frame(x=x), type='response'), col='green') fit2 <- gam(y~lo(x, span=0.75, degree=2), family=poisson) lines(x, predict(fit2, data.frame(x=x), type='response'), col='red') Hope this helps, -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare [EMAIL PROTECTED] (801) 408-8111 > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Thomas L Jones > Sent: Wednesday, January 04, 2006 2:11 AM > To: R-project help > Subject: [R] Newbie question--locally weighted regression > > > I have a dataset, a time series comprising count data at five > minute intervals. These are the number of people who voted at > a particular voting place during a recent election. The next > step is to smooth the data and estimate a demand vs > time-of-day function; the problem is of interest in > preventing long lines at voting places. I am using the R > Project software. > > However, I am not a statistician, and I am somewhat baffled > by how to do the smoothing. These are integers with roughly > Poisson distribution, and the use of a least-squares > regression would create large errors. Apparently something > called a "link function" factors into the equation somehow. > > Question: Do I want a link function? If so, do I want a > logarithmic link function? Unless I change my mind, I will > use lowess or loess for the smoothing; how do I tell it to > use a link function? > > Doc > > ______________________________________________ > [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
