loess

Basic loess smoothing.

Input Arguments:

• X and Y are vectors containing the observed data.
• X0 is the domain over which to evaluate the smooth.
• ALPHA is the smoothing parameter, ranges between 0 and 1.
• DEG is the degree of the local fit. Use 1 for linear and 2 for quadratic.

Output Arguments:

• YHAT is the value of the smooth at all points X0.

Synopsis

YHAT = LOESS(X,Y,XO,ALPHA,DEG)

References:

Cleveland, W. S. and Robert McGill. 1984. “The many faces of a scatterplot,” Journal of the American Statistical Association, 79:807-822.