[R] loess.control extrapolation
Zhuang.Kang at moodys.com
Tue Apr 22 16:58:53 CEST 2014
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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