[R] Weights argument in loess (stats)

Felix Lamp lamp at few.eur.nl
Wed Nov 14 13:30:57 CET 2007


Hello,

I have a question concerning the weights argument of the loess
function in the stats package.

Do the weights correspond to multiplying the local regression
equation by the weights or by the square root of the weights (like in lm).

In "http://www.netlib.org/a/cloess.pdf" page 7 it appears that the former
is true.
A look at the source code loess.f lets me conclude that the latter is   true.

Since I do not know Fortran, I would be really delighted if someone could
clarify this.

Best,

Felix



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