Chris,

One (sub-optimal) solution would be to fit GAMS and then have the gam.predict estimate values immediately near your data points which you could use to calculate a local gradient. If the GAM is reasonably smooth, I would think you could get estimates that were reasonable.

Dave
--
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
David W. Roberts                                     office 406-994-4548
Professor and Head                                      FAX 406-994-3190
Department of Ecology                         email drobe...@montana.edu
Montana State University
Bozeman, MT 59717-3460

Chris Martin wrote:
Dear list members,

I am a looking for a function that can calculate a "surface" from at least
four predictor variables and one response variable. I would then like to
calculate the first derivative of a specific point on this surface.

I have looked at many packages for nonparametric smoothing and kernel
density estimation but have been unable to find any that fulfill both these
criteria. For example, loess can handle multivariate data, but I do not how
to extract the derivative from the resulting fit? Many smoothing splines
offer predict functions to extract the derivative, but these functions can
only handle univariate data (e.g. smooth.spline). Ideally, I would like to
use local estimates of the surface (i.e. loess).

I would appreciate any suitable functions or advice on where to look for
functions that fulfill both these criteria.

Thank you very much for your time.

best wishes,
Chris Martin
Population Biology Graduate Group '12
University of California, Davis

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