supsmu(x, y, wt =, span = "cv", periodic = FALSE, bass = 0, trace = FALSE)
"cv"
to choose this by leave-one-out
cross-validation.TRUE
, the x values are assumed to be in
[0, 1]
and of period 1."cv"
.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.ppr
require(graphics)
with(cars, {
plot(speed, dist)
lines(supsmu(speed, dist))
lines(supsmu(speed, dist, bass = 7), lty = 2)
})
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