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Loess smoothing
//adapted from the LoessInterpolator in org.apache.commons.math
function loess_pairs(pairs, bandwidth)
{
var xval = pairs.map(function(pair){return pair[0]});
var yval = pairs.map(function(pair){return pair[1]});
console.log(xval);
console.log(yval);
var res = loess(xval, yval, bandwidth);
console.log(res);
return xval.map(function(x,i){return [x, res[i]]});
}
function loess(xval, yval, bandwidth)
{
function tricube(x) {
var tmp = 1 - x * x * x;
return tmp * tmp * tmp;
}
var res = [];
var left = 0;
var right = Math.floor(bandwidth * xval.length) - 1;
for(var i in xval)
{
var x = xval[i];
if (i > 0) {
if (right < xval.length - 1 &&
xval[right+1] - xval[i] < xval[i] - xval[left]) {
left++;
right++;
}
}
var edge;
if (xval[i] - xval[left] > xval[right] - xval[i])
edge = left;
else
edge = right;
var denom = Math.abs(1.0 / (xval[edge] - x));
var sumWeights = 0;
var sumX = 0, sumXSquared = 0, sumY = 0, sumXY = 0;
var k = left;
while(k <= right)
{
var xk = xval[k];
var yk = yval[k];
var dist;
if (k < i) {
dist = (x - xk);
} else {
dist = (xk - x);
}
var w = tricube(dist * denom);
var xkw = xk * w;
sumWeights += w;
sumX += xkw;
sumXSquared += xk * xkw;
sumY += yk * w;
sumXY += yk * xkw;
k++;
}
var meanX = sumX / sumWeights;
var meanY = sumY / sumWeights;
var meanXY = sumXY / sumWeights;
var meanXSquared = sumXSquared / sumWeights;
var beta;
if (meanXSquared == meanX * meanX)
beta = 0;
else
beta = (meanXY - meanX * meanY) / (meanXSquared - meanX * meanX);
var alpha = meanY - beta * meanX;
res[i] = beta * x + alpha;
}
return res;
}
@brylie

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@brylie brylie commented Nov 2, 2015

Great work! Thanks for sharing :-)

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@brylie brylie commented Nov 2, 2015

We may integrate this algorithm into Mozilla - Metrics Graphics as part of a LOESS feature request. Under what license is this code released?

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