[R] French Curve

[roger koenker]

On Apr 6, 2005, at 1:48 AM, Martin Maechler wrote:
>
> Median filtering aka "running medians" has one distinctive
> advantage {over smooth.spline() or other so called linear smoothers}:
>    It is "robust" i.e. not distorted by gross outliers.
> Running medians is implemented in runmed() {standard "stats" package}
> in a particularly optimized way rather than using the more general
> running(.) approach of package 'gtools'.
>
Median smoothing splines are also implemented in the quantreg
package see ?rqss, but they produce piecewise linear fitting so
they may not appeal to those accustomed to french curves.


url:	www.econ.uiuc.edu/~roger        	Roger Koenker
email	rkoenker at uiuc.edu			Department of Economics
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