On Thu, 5 Mar 2009, Benjamin Tyner wrote:
Hi
Nice to hear from you Ryan. I also do not have the capability to debug on
windows; however, there is a chance that the behavior you are seeing is
caused by the following bug noted in my thesis (available on ProQuest; email
me if you don't have access):
"When lambda = 0 there are no local slopes to aid the blending algorithm, yet
the
interpolator would still assume they were available, and thus use arbitrary
values
from memory. This had implications for both fit and tr[L] computation. In the
updated code these are set equal to zero which seems the best automatic rule
when
lambda = 0." [lambda refers to degree]
I submitted a bug fix to Eric Grosse, the maintainer of the netlib routines;
the fixed lines of fortran are identified in the comments at (just search for
my email address):
http://www.netlib.org/a/loess
These fixes would be relatively simple to incorporate into R's version of
loessf.f
The fixes from dloess even more simply, since R's code is based on
dloess. Thank you for the suggestion.
Given how tricky this is to reproduce, I went back to my example under
valgrind. If I use the latest dloess code, it crashes, but by
selectively importing some of the differences I can get it to work.
So it looks as if we are on the road to a solution, but something in
the current version (not necessarily in these changes) is incompatible
with the current R code and I need to dig further (not for a few
days).
Alternatively, a quick check would be for someone to compile the source
package at https://centauri.stat.purdue.edu:98/loess/loess_0.4-1.tar.gz and
test it on windows. Though this package incorporates this and a few other
fixes, please be aware that it the routines are converted to C and thus there
is a slight performance hit compared to the fortran.
Hope this helps,
Ben
[...]
--
Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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