loess_fitting

loess_fitting.r

obs<-100
x<-runif(obs,0,100)
y<-x^2+rnorm(obs,0,800)

require(scales)

#examples with span
par(mfrow=c(2,2),mar=c(4,4,0.5,0.5),family='serif')
span<-round(seq(0.5,0.1,length=4),2)
for(i in span){
  plot(x,y,bty="n",pch=19,cex=1.5,col=alpha('black',0.7),cex.lab=1.5)
  mod<-loess(y~x,span=i,control = loess.control(surface = "direct"))
  pred.vals<-predict(mod,data.frame(x = seq(min(x),max(x),length=500)))
  lines(seq(min(x),max(x),length=500),pred.vals,lwd=2,col="red")
  rmse.val<-round(sqrt(sum(mod$resid^2)/obs))
  text(0,max(y),paste("\nspan",i,'\nRMSE',rmse.val),adj=0)
  }