loess.sd: Local Polynomial Regression Fitting with Variability bands

In msir: Model-Based Sliced Inverse Regression

Description

Nonparametric estimation of mean function with variability bands.

Usage

loess.sd(x, y = NULL, nsigma = 1, ...)

panel.loess(x, y, col = par("col"), bg = NA, pch = par("pch"), cex = 1, 
            col.smooth = "red", span = 2/3, degree = 2, nsigma = 1, ...) 

Arguments

x	a vector of values for the predictor variable x.
y	a vector of values for the response variable y.
nsigma	a multiplier for the standard deviation function.
col, bg, pch, cex	numeric or character codes for the color(s), point type and size of points; see also par.
col.smooth	color to be used by lines for drawing the smooths.
span	smoothing parameter for loess.
degree	the degree of the polynomials to be used, see loess.
...	further argument passed to the function loess.

Value

The function loess.sd computes the loess smooth for the mean function and the mean plus and minus k times the standard deviation function.

The function panel.loess can be used to add to a scatterplot matrix panel a smoothing of mean function using loess with variability bands at plus and minus nsigmas times the standard deviation.

Author(s)

Luca Scrucca [e-mail]

References

Weisberg, S. (2005) Applied Linear Regression, 3rd ed., Wiley, New York, pp. 275-278.

See Also

loess

Examples

data(cars)
plot(cars, main = "lowess.sd(cars)")
lines(l <- loess.sd(cars))
lines(l$x, l$upper, lty=2)
lines(l$x, l$lower, lty=2)

Example output

Loading required package: mclust
Package 'mclust' version 5.3
Type 'citation("mclust")' for citing this R package in publications.
Package 'msir' version 1.3.1
Type 'citation("msir")' for citing this R package in publications.
Warning messages:
1: In rgl.init(initValue, onlyNULL) : RGL: unable to open X11 display
2: 'rgl_init' failed, running with rgl.useNULL = TRUE 
3: .onUnload failed in unloadNamespace() for 'rgl', details:
  call: fun(...)
  error: object 'rgl_quit' not found 

msir documentation built on Jan. 13, 2021, 12:50 p.m.