A number of years ago I wrote a function to do Lowess smoothing to calculate a smooth curve through a scatter plot. I copied an example script below and attached the resulting figure to this mail.
I think that such a smoothing function would be a useful addition to matplotlib. Does anybody have any objections against me adding this to matplotlib? If not, what would be a suitable place to put this function?
from pylab import *
x = arange(0,10,0.01)
ytrue = exp(-x/5.0) + 2*sin(x/3.0)
# add random errors with a normal distribution
y = ytrue + normal(size=len(x))
# calculate a smooth curve through the scatter plot
ys = smooth(x, y, 'lowess')
# draw the true values for comparison