[R] loess

Jukka Nyblom jukka.nyblom at jyu.fi
Thu Jan 4 16:39:18 CET 2007


Hi,

I have tried

 > for (i in 1:100) L[,i] <- loess((i = =(1:100))~I(1:100), span=.5, 
degree=1)$fit

to create a matrix which gives me the smoothing weights (correctly as 
far as I have experienced), eg.

 > yhat <- loess(y~I(1:100), span=.5,degree=1)$fit
 > yhat[30]
[1] -0.2131983
 > L[30,]%*%y
           [,1]
[1,] -0.2131983

But,  L[30,] has 56 nonzero coefficients, not 50 that I expect with span 
= 0.5. Actually the number of nonzero elements on rows varies being 49, 
50, 55 or 56.

Does anyone know why?

Jukka Nyblom



More information about the R-help mailing list