Dieter,
Thanks for your suggestions and help. I am not an expert with R
programming. In my current application, I am not interested in point
prediction from loess(). Instead, I am more interested in obtaining the
coefficient estimates of local polynomial from loess(). Is it
straightforward to modify loess() so that the coefficient estimates can
be put into the return list of loess()?
Delong
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--
Message: 8
Date: Fri, 5 Jan 2007 14:01:46 +0000 (UTC)
From: Dieter Menne <[EMAIL PROTECTED]>
Subject: Re: [R] coefficients of each local polynomial from loess() or
locfit()
To: [email protected]
Message-ID: <[EMAIL PROTECTED]>
Content-Type: text/plain; charset=us-ascii
Liu, Delong (NIH/CIT) [C] <liud2 <at> mail.nih.gov> writes:
>>>
I want to extract estimated coeffiicents of each local polynomial at
given x from loess(), locfit(), or KernSmooth(). Can some experts
provide me with suggestions? Thanks.
>>
Try
cars.lo <- loess(dist ~ speed, cars)
str(cars.lo)
List of 17
$ n : int 50
$ fitted : num [1:50] 5.89 5.89 12.57 12.57 15.37 ...
$ residuals: Named num [1:50] -3.894 4.106 -8.568 9.432 0.631 ...
... omitted
..$ cell : num 0.2
..$ family : chr "gaussian"
..$ iterations : num 1
$ kd :List of 5
..$ parameter: Named int [1:7] 1 50 2 19 11 1049 849
.. ..- attr(*, "names")= chr [1:7] "d" "n" "vc" "nc" ...
..$ a : int [1:19] 1 1 1 1 1 1 1 0 0 0 ...
..$ xi : num [1:19] 15 12 19 9 13 17 20 0 0 0 ...
..$ vert : num [1:2] 3.90 25.11
..$ vval : num [1:22] 5.71 1.72 96.46 10.88 41.21 ...
$ call : language loess(formula = dist ~ speed, data = cars)
Looks like kd holds information about the polynomials. Then, try
getAnywhere(predict.loess)
which will show you that the real work is done in function predLoess.
Trying again
getAnywhere(predLoess)
you get an idea how the parameters are used for prediction.
fit[inside] <- .C(R_loess_ifit, as.integer(kd$parameter),
as.integer(kd$a), as.double(kd$xi), as.double(kd$vert),
as.double(kd$vval), as.integer(M1), as.double(x.evaluate[inside,
]), fit = double(M1))$fit
Dieter
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