ksmooth {stats}R Documentation

Kernel Regression Smoother

Description

The Nadaraya–Watson kernel regression estimate.

Usage

ksmooth(x, y, kernel = c("box", "normal"), bandwidth = 0.5,
        range.x = range(x),
        n.points = max(100L, length(x)), x.points)

Arguments

x

input x values. Long vectors are supported.

y

input y values. Long vectors are supported.

kernel

the kernel to be used. Can be abbreviated.

bandwidth

the bandwidth. The kernels are scaled so that their quartiles (viewed as probability densities) are at \pm 0.25*bandwidth.

range.x

the range of points to be covered in the output.

n.points

the number of points at which to evaluate the fit.

x.points

points at which to evaluate the smoothed fit. If missing, n.points are chosen uniformly to cover range.x. Long vectors are supported.

Value

A list with components

x

values at which the smoothed fit is evaluated. Guaranteed to be in increasing order.

y

fitted values corresponding to x.

Note

This function was implemented for compatibility with S, although it is nowhere near as slow as the S function. Better kernel smoothers are available in other packages such as KernSmooth.

Examples

require(graphics)

with(cars, {
    plot(speed, dist)
    lines(ksmooth(speed, dist, "normal", bandwidth = 2), col = 2)
    lines(ksmooth(speed, dist, "normal", bandwidth = 5), col = 3)
})

[Package stats version 4.4.1 Index]