lwss

Lowess smoothing

R

lwss(x, y, f = 2/3, iter = 3, delta = NULL)

Robust locally weighted regression (Cleveland 1979) with the conventions of the classic implementation, so that the fit equals that of stats::lowess(); the fitted values come back in the order of the input, not sorted.

Parameters

x, y

The points: finite numbers of equal length.

f

The share of points in each neighbourhood: positive.

iter

The number of robustness steps: a whole number from 0.

delta

Points within delta of the last fitted one are interpolated: NULL for 1 per cent of the range of x, or a number from 0.

Returns

A numeric vector of fitted values, one per point in input order.

References

Cleveland, W. S. (1979). Robust locally weighted regression and smoothing scatterplots. Journal of the American Statistical Association, 74(368), 829-836. doi:10.1080/01621459.1979.10481038

Examples

lwss(c(3, 1, 2, 5, 4), c(2, 1, 3, 6, 4))

Generated from the R help page: lwss in the R reference.