[R] smoothing noisy data with a twist

Liaw, Andy andy_liaw at merck.com
Tue Sep 28 03:57:43 CEST 2004

One thing I would try is to supply 1/sd(y) as the weights to smoothers that
can accept them; e.g., loess().


> From: Matt Gibbs
> 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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