| 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)
n/a