I have two questions:
I want to compute the weighted standard deviation with tri-cubic kernel. I am using lowess function in R to compute the weighted mean using tri-cubic kernel. But unfortunately the lowess function in R does not give the std (or I am not aware of it).
My question is, if I use
- the mean values computed by R,
- compute the weight (using tri-cubic kernel) for each point with an span (alpha) of 0.01
- and put every thing in the formula here,
Is the computed std correct or not? (for example, are the weights that I have computed exactly the same as the ones used by lowess to compute the mean?)
why the lowess values computed by R are so different with the ones computed in the smooth function in MATLAB?