supsmu(x, y, wt=rep(1, length(y)), span="cv", periodic=FALSE, bass=0)
x
| x values for smoothing |
y
| y values for smoothing |
wt
| case weights |
span
|
the fraction of the observations in the span of the running
lines smoother, or "cv" to choose this by leave-one-out
cross-validation.
|
periodic
|
If true, the x values are assumed to be in [0,
1] and of period 1.
|
bass
| controls the smoothness of the fitted curve. Values of up to 10 indicating increasing smoothness. |
supsmu is a running lines smoother which chooses between three
spans for the lines. The running lines smoothers are symmetric, with
k/2 data points each side of the predicted point, and values of
k as 0.5n, 0.2n and 0.05n. If span is specified, as
single smoother with span span * n is used.
The best of the three smoothers is chosen by cross-validation for each prediction. The best spans are then smoothed by a running lines smoother and the final prediction chosen by linear interpolation.
The Fortran code says: "For small samples (n < 40) or if there are substantial serial correlations between observations close in x - value, then a prespecified fixed span smoother (span > 0) should be used. Reasonable span values are 0.2 to 0.4."
x
| the input values in increasing order with duplicates removed. |
y
| the corresponding y values on the fitted curve. |
Friedman, J. H. (1984) A variable span scatterplot smoother. Laboratory for Computational Statistics, Stanford University Technical Report No. 5.
pprdata(cars) attach(cars) plot(speed, dist) lines(supsmu(speed, dist)) lines(supsmu(speed, dist, bass=7), lty=2) detach()