Dear r-help,
What exactly the extrapolation in loess does by using suface="direct"? I tried
to dig into stats:::simpleLoess and even the C/fortan code, but find it's real
difficult to read through them.
A toy example is below, I would appreciate if anyone to show me how to (closely
enough) replicate the value of extrapolation.
Thanks!
# a toy example with extrapolation in loess
xx2<-as.data.frame(cbind(c(1,2,3,4,5,6,7,8,9,10,11),c(3,5,6,7,8,9,8,8,NA,NA,NA)))
plot(xx2,type="b",col=2)
ll<-loess(V2~V1,data=xx2,control=loess.control(surface="direct"),degree=2)
xx2p<-predict(ll,xx2)
plot(xx2,type="b",ylim=c(0,15))
lines(xx2$V1,xx2p,type="p",col=2)
# spline can't exactly replicate the extrapolation
zz<-spline(xx2$V1[1:8],xx2p[1:8],xout=c(9,10,11),
method="fmm")
zz$y-xx2p[9:11]
# not the same.. difference is:
# 9 10 11
# 0.004405272 0.055746248 0.244225235
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