R: Friedman's SuperSmoother

supsmu {modreg}

R Documentation

Friedman's SuperSmoother

Description

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

Usage

supsmu(x, y, wt = rep(1, length(y)), span = "cv", periodic = FALSE,
       bass = 0)

Arguments

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.

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 0.5n, 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.”

Value

A list with components

x

the input values in increasing order with duplicates removed.

y

the corresponding y values on the fitted curve.

Author(s)

B. D. Ripley

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.

Examples

data(cars)
attach(cars)
plot(speed, dist)
lines(supsmu(speed, dist))
lines(supsmu(speed, dist, bass=7), lty=2)
detach()