loess_cv: Calculate loess span parameter using cross validation

In kevinwang09/SmokyScotch: Functions for my own personal use

Calculate loess span parameter using cross validation

Description

Calculate loess span parameter using cross validation

Usage

loess_cv(formula, data, span = seq(0.1, 1, by = 0.1), v = 5, repeats = 2)

Arguments

formula	see loess()
data	see loess()
span	see loess()
v	Number of CV fold, see rsample::vfold_cv()
repeats	NUmber of CV repeats, see rsample::vfold_cv()

Examples

library(dplyr)
library(ggplot2)

data(economics, package="ggplot2")  # load data
economics$index <- 1:nrow(economics)  # create index variable
data <- economics[1:80, ]  # retail 80rows for better graphical understanding
lresult = loess_cv(uempmed ~ index, data = data,
span = c(0.1, 0.2, 0.3, 0.4, 0.5), v = 5, repeats = 20)

lresult %>%
group_by(span) %>%
summarise(sse = mean(resid2))

lresult %>%
ggplot(aes(x = factor(span), y = resid2)) +
geom_boxplot()

kevinwang09/SmokyScotch documentation built on Aug. 25, 2022, 5:41 p.m.