다른 Smoothing 기법들

[sl100104]

R은 Smoothing분야에서 어느 통계언어보다 강력하다. 사실 Matlab은 장점이 적은데도 툴박스를 구매해야 하기 때문에, 자연스럽게 R을 위주로 소개하고자 한다. 

R packages

http://socserv.mcmaster.ca/jfox/Courses/Oxford-2005/R-nonparametric-regression.html

http://stackoverflow.com/questions/2121484/how-can-i-smooth-an-array-in-r

• Polynomial regression: lm(y ~ poly(x))
• Natural splines: lm(y ~ ns(x))
• Smoothing splines: smooth.splines(x, y)
• http://stat.ethz.ch/R-manual/R-patched/library/stats/html/smooth.spline.html
• Lowess: lowess(x, y) (and a newer / preferred method
• http://stat.ethz.ch/R-manual/R-patched/library/stats/html/lowess.html
• ksmooth: ksmooth(x, y)
• supsmu: spusmu(x, y)

LOESS (Local Regression Smoothing)

http://research.stowers-institute.org/efg/R/Statistics/loess.htm

http://stat.ethz.ch/R-manual/R-devel/library/stats/html/scatter.smooth.html

Cubic Spline 

library(gss)

http://www.stat.purdue.edu/~chong/stat695/ps/RJwrapper.pdf

http://www.image.ucar.edu/GSP/Software/Fields/Help/sreg.html

Regime Switching

library(tsDyn) 

http://cran.r-project.org/web/packages/tsDyn/index.html

Exponential Smoothing

https://media.readthedocs.org/pdf/a-little-book-of-r-for-time-series/latest/a-little-book-of-r-for-time-series.pdf

http://maths-people.anu.edu.au/~johnm/courses/r/ASC2008/pdf/Rtimeseries-ohp.pdf

http://cran.r-project.org/web/packages/forecast/forecast.pdf

Penalized Smoothing Splines

http://cran.r-project.org/web/packages/pspline/pspline.pdf

Time Series

http://www.inside-r.org/packages/cran/timeSeries/docs/smooth

Matlab Toolbox

http://www.mathworks.com/discovery/smoothing.html

http://stackoverflow.com/questions/12987905/how-to-make-a-curve-smoothing-in-matlab

http://www.mathworks.com.au/help/curvefit/smoothing-data.html

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