[R] loess documentation
Derrick P. Snowden
Derrick.Snowden at noaa.gov
Wed Nov 15 21:55:02 CET 2000
Hi all,
I 've got a question about the usage of loess in the modreg package.
The documentation (loess.html) states that the smoothing window is
either set by span or enp.target. If span is used, the details section
of the docs state...
<SNIP>
DETAILS
Fitting is done locally. That is, for the fit at point x, the fit is
made using points in a neighbourhood of x, weighted by their distance
from x (with differences in `parametric' variables being ignored when
computing the distance). The size of the neighbourhood is controlled by
α (set by span or enp.target).
For α < 1, the neighbourhood includes proportion α of the
points, and these have tricubic weighting (proportional to (1 -
(dist/maxdist)^3)^3.
For α > 1, all points are used, with the `maximum distance'
assumed to be α times the actual maximum distance.
</SNIP>
I understand the situation when alpha is less than one, presuming it
uses the same convention set forth in any number of Clevelend and Devlin
articles, ie, nearest neighbor smoothing.
However, I'm interested in looking at fixed bandwidth smoothing and I'm
wondering if the second option, (alpha>1) is some variation of this
theme. I don't understand the "alpha times actual maxdistance"
statement. If my estimation point is 10 meters from the farthest data
point in physical space and I set my alpha = 2, then according to the
statement above the smoothing window would be 20m???? Obviously this
can't be right. Where have I gone wrong?
Thanks in advance for your comments.
Derrick
--
Derrick Snowden
NOAA / AOML / PhOD
4301 Rickenbacker Cswy.
Miami, FL 33149
Derrick.Snowden at noaa.gov
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