predict.loess {stats}R Documentation

Predict Loess Curve or Surface

Description

Predictions from a loess fit, optionally with standard errors.

Usage

## S3 method for class 'loess':
predict(object, newdata = NULL, se = FALSE, ...)

Arguments

object an object fitted by loess.
newdata an optional data frame in which to look for variables with which to predict. If missing, the original data points are used.
se should standard errors be computed?
... arguments passed to or from other methods.

Details

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.

Value

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.

Note

Variables are first looked for in newdata and then searched for in the usual way (which will include the environment of the formula used in the fit). As from R 2.0.0 a warning will be given if the variables found are not of the same length as those in newdata if it was supplied.

Author(s)

B.D. Ripley, based on the cloess package of Cleveland, Grosse and Shyu.

See Also

loess

Examples

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)

[Package stats version 2.1.0 Index]