Group: | Statistical Data Analysis |
Topic: | Nonparametric Methods |
See also: | sker isoreg rmed l1line |
Function: | lowess | |
Description: | lowess computes the robust locally weighted regression. Fitted values are computed at each of the given values x. |
Usage: | yh = lowess (x, y{, f}) | |
Input: | ||
x | n x 1 vector (regressor variables) | |
y | n x 1 vector (response variables) | |
f | scalar | |
Output: | ||
yh | n x 1 vector |
0.2 <= f <= 0.8 (default f=0.5).
; read the geyser data x = read("geyser") ; sort them x = sort(x) ; compute the estimate yh = lowess(x[,1], x[,2]) ; create a display for plotting d = createdisplay(1,1) ; show the data and the fitted line show(d, 1, 1, x, x[,1]~yh)
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