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https://issues.apache.org/jira/browse/MATH-296?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12760921#action_12760921
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Eugene Kirpichov commented on MATH-296:
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Romeo, I am not sure about whether this behavior should be considered correct.
It essentially means that there is no data inside an approximation window at
all, so why should we make the data appear to be zero?
How about a variant "express the approximation window in terms of the number of
points with non-zero weights"?
> LoessInterpolator.smooth() not working correctly
> ------------------------------------------------
>
> Key: MATH-296
> URL: https://issues.apache.org/jira/browse/MATH-296
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.0
> Environment: Java 1.6 on Vista
> Reporter: Romeo Palijan
> Fix For: 2.1
>
> Attachments: math-296-test.patch, math-296.patch
>
>
> I have been comparing LoessInterpolator.smooth output with the loessFit
> output from R (R-project.org, probably the most widely used loess
> implementation) and have had strangely different numbers. I have created a
> small set to test the difference and something seems to be wrong with the
> smooth method but I do no know what and I do not understand the code.
> *Example 1*
> |x-input: |1.5| 3.0| 6| 8| 12|13| 22| 24|28|31|
> |y-input: |3.1|6.1|3.1|2.1|1.4|5.1|5.1|6.1|7.1|7.2|
> |Output LoessInterpolator.smooth():|NaN|NaN|NaN|NaN|NaN|NaN|NaN|NaN|NaN|NaN|
> |Output from loessFit() from R:
> |3.191178027520974|3.0407201231474037|2.7089538903778636|2.7450823274490297|4.388011000549519|4.60078952381848|5.2988217587114805|5.867536388457898|6.7797794777879705|7.444888598397342|
> *Example 2 (same x-values, y-values just floored)*
> |x-input: |1.5| 3.0| 6| 8| 12|13| 22| 24|28|31|
> |y-input: |3|6|3|2|1|5|5|6|7|7|
> |Output LoessInterpolator.smooth():
> |3|6|3|2|0.9999999999999005|5.0000000000001705|5|5.999999999999972|7|6.999999999999967|
> |Output from loessFit() from R:
> |3.091423927353068|2.9411521572524237|2.60967950675505|2.7421759322272248|4.382996912300442|4.646774316632562|5.225153658563424|5.768301917477015|6.637079139313073|7.270482144410326|
> As you see the output is practically the replicated y-input.
> At this point this funtionality is critical for us but I could not find any
> other suitable java-implementation. Help. Maybe this strange behaviour gives
> someone a clue?
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