I have a dataset which I am trying to smooth, using locally weighted regression. The y values are count data, integers with Poisson distribution, and it is important for the regression function to know this, since assuming a Gaussian distribution will lead to substantial errors. It is a time series; the x values have equal five minute intervals.
Here is the problem: I have an embarrassment of riches. Unless I am mistaken, the following R packages will do this: locfit, aws, sm, gss, semipar, pgam, gregmisc, to name just a few. Questions: Which package should I use, and which function in the package should I use for the regression? Here is the Google search result, restricted to r-project.org: http://www.google.com/search?as_q=locally+weighted+poisson+regression&num=10&hl=en&btnG=Google+Search&as_epq=&as_oq=&as_eq=&lr=&as_ft=i&as_filetype=&as_qdr=all&as_occt=any&as_dt=i&as_sitesearch=r-project.org&as_rights=&safe=images If the above hyperlink does not work, please try http://tinyurl.com/exw7e 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
