loess {stats} | R Documentation |

Fit a polynomial surface determined by one or more numerical predictors, using local fitting.

loess(formula, data, weights, subset, na.action, model = FALSE, span = 0.75, enp.target, degree = 2, parametric = FALSE, drop.square = FALSE, normalize = TRUE, family = c("gaussian", "symmetric"), method = c("loess", "model.frame"), control = loess.control(...), ...)

`formula` |
a formula specifying the numeric response and one to four numeric predictors (best specified via an interaction, but can also be specified additively). Will be coerced to a formula if necessary. |

`data` |
an optional data frame, list or environment (or object
coercible by `as.data.frame` to a data frame) containing
the variables in the model. If not found in `data` , the
variables are taken from `environment(formula)` ,
typically the environment from which `loess` is called. |

`weights` |
optional weights for each case. |

`subset` |
an optional specification of a subset of the data to be used. |

`na.action` |
the action to be taken with missing values in the
response or predictors. The default is given by
`getOption("na.action")` . |

`model` |
should the model frame be returned? |

`span` |
the parameter α which controls the degree of
smoothing. |

`enp.target` |
an alternative way to specify `span` , as the
approximate equivalent number of parameters to be used. |

`degree` |
the degree of the polynomials to be used, up to 2. |

`parametric` |
should any terms be fitted globally rather than locally? Terms can be specified by name, number or as a logical vector of the same length as the number of predictors. |

`drop.square` |
for fits with more than one predictor and
`degree=2` , should the quadratic term (and cross-terms) be
dropped for particular predictors? Terms are specified in the same
way as for `parametric` . |

`normalize` |
should the predictors be normalized to a common scale if there is more than one? The normalization used is to set the 10% trimmed standard deviation to one. Set to false for spatial coordinate predictors and others know to be a common scale. |

`family` |
if `"gaussian"` fitting is by least-squares, and if
`"symmetric"` a re-descending M estimator is used with Tukey's
biweight function. |

`method` |
fit the model or just extract the model frame. |

`control` |
control parameters: see `loess.control` . |

`...` |
control parameters can also be supplied directly. |

Fitting is done locally. That is, for the fit at point *x*, the
fit is made using points in a neighbourhood of *x*, weighted by
their distance from *x* (with differences in ‘parametric’
variables being ignored when computing the distance). The size of the
neighbourhood is controlled by *α* (set by `span`

or
`enp.target`

). For *α < 1*, the neighbourhood includes
proportion *α* of the points, and these have tricubic weighting
(proportional to *(1 -
(dist/maxdist)^3)^3*. For *α > 1*, all points are used, with
the ‘maximum distance’ assumed to be
*alpha^1/p* times the actual maximum distance for
*p* explanatory variables.

For the default family, fitting is by (weighted) least squares. For
`family="symmetric"`

a few iterations of an M-estimation
procedure with Tukey's biweight are used. Be aware that as the initial
value is the least-squares fit, this need not be a very resistant fit.

It can be important to tune the control list to achieve acceptable
speed. See `loess.control`

for details.

An object of class `"loess"`

.

As this is based on the `cloess`

package available at
`netlib`

, it is similar to but not identical to the `loess`

function of S. In particular, conditioning is not implemented.

The memory usage of this implementation of `loess`

is roughly
quadratic in the number of points, with 1000 points taking about 10Mb.

B.D. Ripley, based on the `cloess`

package of Cleveland,
Grosse and Shyu available at http://www.netlib.org/a/.

W.S. Cleveland, E. Grosse and W.M. Shyu (1992) Local regression
models. Chapter 8 of *Statistical Models in S* eds J.M. Chambers
and T.J. Hastie, Wadsworth & Brooks/Cole.

`lowess`

, the ancestor of `loess`

(with
different defaults!).

cars.lo <- loess(dist ~ speed, cars) predict(cars.lo, data.frame(speed = seq(5, 30, 1)), se = TRUE) # to allow extrapolation cars.lo2 <- loess(dist ~ speed, cars, control = loess.control(surface = "direct")) predict(cars.lo2, data.frame(speed = seq(5, 30, 1)), se = TRUE)

[Package *stats* version 2.5.0 Index]