[R] loess.control extrapolation

Kang, Zhuang Zhuang.Kang at moodys.com
Tue Apr 22 16:58:53 CEST 2014

Dear r-help,

What exactly the extrapolation in loess does by using suface="direct"? I tried to dig into stats:::simpleLoess and even the C/fortan code, but find it's real difficult to read through them. 

A toy example is below, I would appreciate if anyone to show me how to (closely enough)  replicate the value of extrapolation.


# a toy example with extrapolation in loess

# spline can't exactly replicate the extrapolation
# not the same.. difference is:
#           9          10          11 
# 0.004405272 0.055746248 0.244225235


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