ksmooth {stats}R Documentation

Kernel Regression Smoother

Description

The Nadaraya–Watson kernel regression estimate.

Usage

ksmooth(x, y, kernel = c("box", "normal"), bandwidth = 0.5,
        range.x = range(x),
        n.points = max(100, length(x)), x.points)

Arguments

x

input x values

y

input y values

kernel

the kernel to be used.

bandwidth

the bandwidth. The kernels are scaled so that their quartiles (viewed as probability densities) are at +/- 0.25*bandwidth.

range.x

the range of points to be covered in the output.

n.points

the number of points at which to evaluate the fit.

x.points

points at which to evaluate the smoothed fit. If missing, n.points are chosen uniformly to cover range.x.

Value

A list with components

x

values at which the smoothed fit is evaluated. Guaranteed to be in increasing order.

y

fitted values corresponding to x.

Note

This function is implemented purely for compatibility with S, although it is nowhere near as slow as the S function. Better kernel smoothers are available in other packages.

Examples

require(graphics)

with(cars, {
    plot(speed, dist)
    lines(ksmooth(speed, dist, "normal", bandwidth=2), col=2)
    lines(ksmooth(speed, dist, "normal", bandwidth=5), col=3)
})

[Package stats version 2.15.1 Index]