loessenv

Loess smooth with upper and lower envelopes for assessing the variance. This finds the loeww smooth based on the observed data in X and Y. The fitted values are calcuated for the given X0 domain.

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.
• FLAG indicates whether or not the robust loess is used. FLAG = 1 indicates a robust loess. FLAG = 0 indicates regular loess.

Output Arguments:

• YHAT is the vector of fitted values.
• XLO, YLO is the lower envelope.
• XUP, YUP is the upper envelope.

Synopsis

[YHAT,YLO,XLO,YUP,XUP] = LOESSENV(X,Y,XO,ALPHA,DEG,FLAG)

References:

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