Kernel Regression Smoother
Usage
ksmooth(x, y, kernel=c("box", "normal"), bandwidth=0.5,
range.x=range(x), n.points=max(100, length(x)), x.points)
Arguments
x
|
input x values
|
y
|
input y values
|
kernel
|
The kernel to be used.
|
bandwidth
|
the bandwidth. The kernels are scaled so that their
quartiles (viewed as probability densities) are at
+/-0.25*bandwidth .
|
range.x
|
the range of points to be covered in the output.
|
n.points
|
the number of points at which to evaluate the fit.
|
x.points
|
points at which to evaluate the smoothed fit. If
missing, n.points are chosen uniformly to cover range.x .
|
Description
The Nadaraya-Watson kernel regression estimate.Value
A list with components
x
|
values at which the smoothed fit is evaluated. Guaranteed to
be in increasing order.
|
y
|
fitted values corresponding to x .
|
Note
This function is implemented purely for compatibility with S,
although it is nowhere near as slow as the S function. Better kernel
smoothers are available in other packages.Author(s)
B.D. RipleyExamples
data(cars)
attach(cars)
plot(speed, dist)
lines(ksmooth(speed, dist, "normal", bandwidth=2), col=2)
lines(ksmooth(speed, dist, "normal", bandwidth=5), col=3)
lines(ksmooth(speed, dist, "normal", bandwidth=10), col=4)