statsmodels/statsmodels — pull request #266 by carljv (2012-05-14 15:57:05+00:00)
Title: Improved lowess

A Cython version of lowess that, in addition to the original parameters, adds a 'delta' parameter that can be used to speed up computation time on moderate-to-large data by linearly interpolating between points. (Similar to R's functionality). Moved original test-suite data to /results along with new delta tests. An R file is now available to reproduce all the results CSV files.

There may be some confusion in the code, as you guys recently made changes deprecating lowess.py. I'm also doing a bit of guesswork as to how Cython modules are treated for compilation, based on your setup files. Let me know if there's anything I should fix along those, or other lines.