predict.loess: Predict Loess Curve or Surface

 predict.loess 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,
na.action = na.pass, ...)
```

Arguments

 `object` an object fitted by `loess`. `newdata` an optional data frame in which to look for variables with which to predict, or a matrix or vector containing exactly the variables needs for prediction. If missing, the original data points are used. `se` should standard errors be computed? `na.action` function determining what should be done with missing values in data frame `newdata`. The default is to predict `NA`. `...` arguments passed to or from other methods.

Details

The standard errors calculation `se = TRUE` is slower than prediction, notably as it needs a relatively large workspace (memory), notably matrices of dimension N * Nf where f = `span`, i.e., `se = TRUE` is O(N^2) and hence stops when the sample size N is larger than about 40'600 (for default `span = 0.75`).

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.

Predictions from infinite inputs will be `NA` since `loess` does not support extrapolation.

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). 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.

`loess`
```cars.lo <- loess(dist ~ speed, cars)