Posts Tagged ‘ running average ’

Example 9.19: Demonstrating the central limit theorem

January 11, 2012
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Example 9.19: Demonstrating the central limit theorem

A colleague recently asked "why should the average get closer to the mean when we increase the sample size?" We should interpret this question as asking why the standard error of the mean gets smaller as n increases. The central limit theorem shows t...

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Quantile LOESS – Combining a moving quantile window with LOESS (R function)

April 1, 2010
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Quantile LOESS – Combining a moving quantile window with LOESS (R function)

In this post I will provide R code that implement’s the combination of repeated running quantile with the LOESS smoother to create a type of “quantile LOESS” (e.g: “Local Quantile Regression”). This method is useful when the need arise to fit robust and resistant (Need to be verified) a smoothed line for a quantile (an example for such a...

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