Hi,
I have a set of observations (x,y), derived from a previous estimation. For each observation I also have an estimated variance s(y) derived from the first stage.
The problem is that I need to smooth the data (x,y) while taking into account the fact that the y's have been estimated at a previous stage and thus already come with a variance. So, if I smooth the data I somehow need to take into account *two errors*, one from the smoothing and the other from the already noisy data that I start off with.
Does anyone have any idea how to do this?
thanks, matt.
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