predict.loess {stats} | R Documentation |
Predictions from a loess
fit, optionally with standard errors.
## S3 method for class 'loess': predict(object, newdata = NULL, se = FALSE, ...)
object |
an object fitted by loess . |
newdata |
an optional data frame specifying points at which to do the predictions. If missing, the original data points are used. |
se |
should standard errors be computed? |
... |
arguments passed to or from other methods. |
The standard errors calculation is slower than prediction.
When the fit was made using surface="interpolate"
(the
default), predict.loess
will not extrapolate – so points outside
an axis-aligned hypercube enclosing the original data will have
missing (NA
) predictions and standard errors.
If se = FALSE
, a vector giving the prediction for each row of
newdata
(or the original data). If se = TRUE
, a list
containing components
fit |
the predicted values. |
se |
an estimated standard error for each predicted value. |
residual.scale |
the estimated scale of the residuals used in computing the standard errors. |
df |
an estimate of the effective degrees of freedom used in estimating the residual scale, intended for use with t-based confidence intervals. |
If newdata
was the result of a call to
expand.grid
, the predictions (and s.e.'s if requested)
will be an array of the appropriate dimensions.
B.D. Ripley, based on the cloess
package of Cleveland,
Grosse and Shyu.
data(cars) cars.lo <- loess(dist ~ speed, cars) predict(cars.lo, data.frame(speed=seq(5, 30, 1)), se=TRUE) # to get extrapolation cars.lo2 <- loess(dist ~ speed, cars, control=loess.control(surface="direct")) predict(cars.lo2, data.frame(speed=seq(5, 30, 1)), se=TRUE)