Smooth the (x, y) values by Friedman's ‘super smoother’.
supsmu(x, y, wt =, span = "cv", periodic = FALSE, bass = 0, trace = FALSE)
x values for smoothing
y values for smoothing
case weights, by default all equal
the fraction of the observations in the span of the running
lines smoother, or
"cv" to choose this by leave-one-out
TRUE, the x values are assumed to be in
[0, 1] and of period 1.
controls the smoothness of the fitted curve. Values of up to 10 indicate increasing smoothness.
logical, if true, prints one line of info “per
spar”, notably useful for
A list with components
the input values in increasing order with duplicates removed.
the corresponding y values on the fitted curve.
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
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 (
0) should be used. Reasonable span values are 0.2 to 0.4.”
Cases with non-finite values of
dropped, with a warning.
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.