| % File src/library/stats/man/supsmu.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2016 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{supsmu} |
| \alias{supsmu} |
| \title{Friedman's SuperSmoother} |
| \description{ |
| Smooth the (x, y) values by Friedman's \sQuote{super smoother}. |
| } |
| \usage{ |
| supsmu(x, y, wt =, span = "cv", periodic = FALSE, bass = 0, trace = FALSE) |
| } |
| \arguments{ |
| \item{x}{x values for smoothing} |
| \item{y}{y values for smoothing} |
| \item{wt}{case weights, by default all equal} |
| \item{span}{the fraction of the observations in the span of the running |
| lines smoother, or \code{"cv"} to choose this by leave-one-out |
| cross-validation.} |
| \item{periodic}{if \code{TRUE}, the x values are assumed to be in |
| \code{[0, 1]} and of period 1.} |
| \item{bass}{controls the smoothness of the fitted curve. Values of up |
| to 10 indicate increasing smoothness.} |
| \item{trace}{logical, if true, prints one line of info \dQuote{per |
| spar}, notably useful for \code{"cv"}.} |
| } |
| \details{ |
| \code{supsmu} is a running lines smoother which chooses between three |
| spans for the lines. The running lines smoothers are symmetric, with |
| \code{k/2} data points each side of the predicted point, and values of |
| \code{k} as \code{0.5 * n}, \code{0.2 * n} and \code{0.05 * n}, where |
| \code{n} is the number of data points. If \code{span} is specified, |
| a single smoother with span \code{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: \dQuote{For small samples (\code{n < 40}) or if |
| there are substantial serial correlations between observations close |
| in x-value, then a pre-specified fixed span smoother (\code{span > |
| 0}) should be used. Reasonable span values are 0.2 to 0.4.} |
| |
| Cases with non-finite values of \code{x}, \code{y} or \code{wt} are |
| dropped, with a warning. |
| } |
| \value{ |
| A list with components |
| \item{x}{the input values in increasing order with duplicates removed.} |
| \item{y}{the corresponding y values on the fitted curve.} |
| } |
| \references{ |
| Friedman, J. H. (1984) |
| SMART User's Guide. |
| Laboratory for Computational Statistics, Stanford University Technical |
| Report No.\sspace{}1. |
| |
| Friedman, J. H. (1984) |
| A variable span scatterplot smoother. |
| Laboratory for Computational Statistics, Stanford University Technical |
| Report No.\sspace{}5. |
| } |
| \seealso{\code{\link{ppr}}} |
| |
| \examples{ |
| require(graphics) |
| |
| with(cars, { |
| plot(speed, dist) |
| lines(supsmu(speed, dist)) |
| lines(supsmu(speed, dist, bass = 7), lty = 2) |
| }) |
| } |
| \keyword{smooth} |