supsmu

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Friedman's SuperSmoother

Smooth the (x, y) values by Friedman's super smoother.

Keywords
smooth
Usage
supsmu(x, y, wt, span = "cv", periodic = FALSE, bass = 0)
Arguments
x
x values for smoothing
y
y values for smoothing
wt
case weights, by default all equal
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 indicate increasing smoothness.
Details

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 0.5 * n, 0.2 * n and 0.05 * n, where n is the number of data points. If span is specified, a 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 pre-specified fixed span smoother (span > 0) should be used. Reasonable span values are 0.2 to 0.4.

Cases with non-finite values of x, y or wt are dropped, with a warning.

Value

  • A list with components
  • xthe input values in increasing order with duplicates removed.
  • ythe corresponding y values on the fitted curve.

References

Friedman, J. H. (1984) SMART User's Guide. Laboratory for Computational Statistics, Stanford University Technical Report No.1.

Friedman, J. H. (1984) A variable span scatterplot smoother. Laboratory for Computational Statistics, Stanford University Technical Report No.5.

See Also

ppr

Aliases
  • supsmu
Examples
library(stats) require(graphics) with(cars, { plot(speed, dist) lines(supsmu(speed, dist)) lines(supsmu(speed, dist, bass = 7), lty = 2) })
Documentation reproduced from package stats, version 3.3, License: Part of R 3.3

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