Dear John, > With loess, I regret that I cannot help. I have not looked > into the code. I'd not been aware that there was such a > speed difference. Are you sure that you are comparing > like with like? loess does not optimise the choice of 'span', > whereas (unless you fix it), mgcv does optimise the > smoothing parameter.
I am aware that mgcv is the much more flexible package, so it is hard to do a fair comparison but I have run loess in a cross-validation loop to set the span parameter, and this runs in a few minutes on 50k data points, while I aborted the gam attempt after several hours. > You might at some point resubmit your question re the > loess limitation to 4 parameters to CRAN, now with more > background information. Ok, what additional information can I provide that might be helpful? Many thanks again for your help and support, David. ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
