[R] loess: choose span to minimize AIC?

2005-11-17 Thread Michael Friendly
Is there an R implementation of a scheme for automatic smoothing parameter selection with loess, e.g., by minimizing one of the AIC/GCV statistics discussed by Hurvich, Simonoff Tsai (1998)? Below is a function that calculates the relevant values of AICC, AICC1 and GCV--- I think, because I to

Re: [R] loess: choose span to minimize AIC?

2005-11-17 Thread Thomas Lumley
On Thu, 17 Nov 2005, Michael Friendly wrote: Is there an R implementation of a scheme for automatic smoothing parameter selection with loess, e.g., by minimizing one of the AIC/GCV statistics discussed by Hurvich, Simonoff Tsai (1998)? If you particularly want loess smoothing then I don't

Re: [R] loess: choose span to minimize AIC?

2005-11-17 Thread John Fox
://socserv.mcmaster.ca/jfox -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Michael Friendly Sent: Thursday, November 17, 2005 9:58 AM To: R-help@stat.math.ethz.ch Subject: [R] loess: choose span to minimize AIC

Re: [R] loess: choose span to minimize AIC?

2005-11-17 Thread Michael Friendly
-525-9140x23604 http://socserv.mcmaster.ca/jfox -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Michael Friendly Sent: Thursday, November 17, 2005 9:58 AM To: R-help@stat.math.ethz.ch Subject: [R] loess: choose span

Re: [R] loess: choose span to minimize AIC?

2005-11-17 Thread Liaw, Andy
-Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Michael Friendly Sent: Thursday, November 17, 2005 9:58 AM To: R-help@stat.math.ethz.ch Subject: [R] loess: choose span to minimize AIC? Is there an R implementation