Mathematica module for LOESS
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Loess Demonstration.nb
Loess.m
README.rdoc
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README.rdoc

This is a simple Mathematica code module for performing LOESS (locally weighted polynomial regression) smoothing on a set of bivariate {{x1,y1}..} scatter plot data.

Usage

In[17]:= (*load some sample data*)

data = {{0.55782, 
  18.6365}, {2.02173, 103.496}, {2.57733, 150.354}, {3.41403, 
  190.51}, {4.30141, 208.701}}

Out[17]= {{0.55782, 18.6365}, {2.02173, 103.496}, {2.57733, 
 150.354}, {3.41403, 190.51}, {4.30141, 208.701}}

In[23]:= (* Evaluate the LOESS approximation for each data point *)

xs = data[[All, 1]];
Table[Loess[#, data, 1, 0.5] &[x], {x, xs}]

Out[24]= {18.6365, 103.496, 150.354, 190.51, 208.701}

For more information about LOESS, see:

en.wikipedia.org/wiki/Local_regression www.itl.nist.gov/div898/handbook/pmd/section1/pmd144.htm

This software is licensed under The MIT License (MIT). See LICENSE.

Files

  • Loess Demonstration.nb

    • A Mathematica notebook demonstrating the usage of the Loess.m module

  • Loess.m

    • A Mathematica code module with the Loess implementation.

  • test_1.csv

  • test_1_expected.csv

    • Test data used to demonstrate and validate the Loess impl.