loess

Functions
	deprecated ("the float32 version of LOESS is deprecated due to low precision. Use float64 version.") LOESSResult< D
float32	loess (D int32[[1]] x, D int32[[1]] y, float64 span, float32 xmin, float32 xmax, uint xpoints, uint degree)
template<domain D :shared3p >
LOESSResult< D, float64 >	loess (D int64[[1]] x, D int64[[1]] y, float64 span, float64 xmin, float64 xmax, uint xpoints, uint degree)
float32	loess (D float32[[1]] x, D float32[[1]] y, float64 span, float32 xmin, float32 xmax, uint xpoints, uint degree)
template<domain D :shared3p >
LOESSResult< D, float64 >	loess (D float64[[1]] x, D float64[[1]] y, float64 span, float64 xmin, float64 xmax, uint xpoints, uint degree)

Detailed Description

LOESS regression with linear local regression.

Note

This implementation of LOESS only supports linear local regression with one explanatory variable. Robust regression is not supported so it might not work well in the case of outliers. Unlike most software you must specify the x-axis values where regressions are evaluated using xmin, xmax and xpoints arguments.

D - shared3p protection domain

Parameters

x	- x-axis values
y	- y-axis values
span	- fraction of points used for each local regression
xmin	- smallest x-axis value where a local model is fitted
xmax	- largest x-axis value where a local model is fitted
xpoints	- number of regressions desired
degree	- degree of local regression polynomial (1 or 2)

Returns

returns LOESSResult structure

Leakage

None

Function Documentation

deprecated()

deprecated

(

"the float32 version of LOESS is deprecated due to low precision. Use float64 version."

)

loess() [1/4]

float32 loess	(	D float32[[1]]	x,
		D float32[[1]]	y,
		float64	span,
		float32	xmin,
		float32	xmax,
		uint	xpoints,
		uint	degree
	)

loess() [2/4]

LOESSResult<D, float64> loess	(	D float64[[1]]	x,
		D float64[[1]]	y,
		float64	span,
		float64	xmin,
		float64	xmax,
		uint	xpoints,
		uint	degree
	)

loess() [3/4]

float32 loess	(	D int32[[1]]	x,
		D int32[[1]]	y,
		float64	span,
		float32	xmin,
		float32	xmax,
		uint	xpoints,
		uint	degree
	)

loess() [4/4]

LOESSResult<D, float64> loess	(	D int64[[1]]	x,
		D int64[[1]]	y,
		float64	span,
		float64	xmin,
		float64	xmax,
		uint	xpoints,
		uint	degree
	)