A 'total least squares'-like hack for LOESS. Works by rotating points 45 degrees, fitting LOESS, and rotating back.

Description

A 'total least squares'-like hack for LOESS. Works by rotating points 45 degrees, fitting LOESS, and rotating back.

Usage

1
tlsLoess(x, y, theta = -pi/4, span = 1)

Arguments

x

X values.

y

Y values.

theta

Amount to rotate, sets the ratio of variences that are assumed by the hack. Default: -pi/4 radians (45 degrees) for orthogonal regression.

span

The LOESS span parameter. Default: 1

Value

List of input values and LOESS predictions.

Author(s)

Charles G. Danko

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