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pmsco/loess/README
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pmsco/loess/README
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Software for Locally-Weighted Regression 18 August 1992
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William S. Cleveland
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Eric Grosse
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Ming-Jen Shyu
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Locally-weighted regression, or loess, is a procedure for estimating a
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regression surface by a multivariate smoothing procedure: fitting a
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linear or quadratic function of the independent variables in a moving
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fashion that is analogous to how a moving average is computed for a
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time series. Compared to classical approaches - fitting global
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parametric functions - loess substantially increases the domain of
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surfaces that can be estimated without distortion. Also, a pleasant
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fact about loess is that analogues of the statistical procedures used
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in parametric function fitting - for example, ANOVA and t intervals -
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involve statistics whose distributions are well approximated by
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familiar distributions.
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The follwing files are included in this distribution.
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README the instruction file you are reading now
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S.h header file
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air.c C source for air data example
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changes history of changes to loess
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depend.ps PostScript figure of how routines are related
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ethanol.c C source for ethanol data example
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galaxy.c C source for galaxy data example
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gas.c C source for gas data example
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loess.c C source (high-level loess routines)
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loess.h header file for loess_struct and predict_struct
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loess.m manual page for user-callable loess routines
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loessc.c C source (low-level loess routines)
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loessf.f FORTRAN source (low-level loess & predict routines)
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loessf.m documentation for FORTRAN source
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madeup.c C source for madeup data example
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makefile makefile to compile the example codes
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misc.c C source (anova, pointwise, and other support routines)
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predict.c C source (high-level predict routines)
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predict.m manual page for user-callable predict routines
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struct.m manual page for loess_struct, pred_struct
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supp.f supplemental Fortran loess drivers
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After unpacking these files, just type "make" and if all goes well
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you should see output like:
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loess(&gas):
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Number of Observations: 22
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Equivalent Number of Parameters: 5.5
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Residual Standard Error: 0.3404
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loess(&gas_null):
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Number of Observations: 22
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Equivalent Number of Parameters: 3.5
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Residual Standard Error: 0.5197
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predict(gas_fit_E, m, &gas, &gas_pred):
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1.19641 5.06875 0.523682
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pointwise(&gas_pred, m, coverage, &gas_ci):
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1.98562 4.10981 5.48023 5.56651 3.52761 1.71062 1.47205
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1.19641 3.6795 5.05571 5.13526 3.14366 1.19693 0.523682
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0.407208 3.24919 4.63119 4.70401 2.7597 0.683247 -0.424684
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anova(&gas_null, &gas, &gas_anova):
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2.5531 15.663 10.1397 0.000860102
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To run other examples, simply type "make galaxy", or "make ethanol", etc.
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If your loader complains about "-llinpack -lblas" in the makefile, change
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it to whatever your system prefers for accessing Linpack and the Blas.
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If necessary, these Fortran subroutines can be obtained by
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mail netlib@netlib.bell-labs.com
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send dnrm2 dsvdc dqrdc ddot dqrsl idamax from linpack core.
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A 50 page user guide, in PostScript form, is available by anonymous ftp.
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ftp netlib.bell-labs.com
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login: anonymous
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password: <your email address>
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binary
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cd /netlib/a
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get cloess.ps.Z
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quit
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uncompress cloess.ps
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This guide describes crucial steps in the proper analysis of data using
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loess. Please read it.
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Bug reports are appreciated. Send electronic mail to
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ehg@netlib.bell-labs.com
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including the words "this is not spam" in the Subject line
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or send paper mail to
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Eric Grosse
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Bell Labs 2T-502
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Murray Hill NJ 07974
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for problems with the Fortran inner core of the algorithm.
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The C drivers were written by Ming-Jen Shyu, who left Bell Labs. Eric will
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fix problems with them when he can.
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Remember that this is experimental software distributed free of charge
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and comes with no warranty! Exercise professional caution.
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Happy Smoothing!
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/*
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* The authors of this software are Cleveland, Grosse, and Shyu.
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* Copyright (c) 1989, 1992 by AT&T.
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* Permission to use, copy, modify, and distribute this software for any
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* purpose without fee is hereby granted, provided that this entire notice
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* is included in all copies of any software which is or includes a copy
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* or modification of this software and in all copies of the supporting
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* documentation for such software.
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* THIS SOFTWARE IS BEING PROVIDED "AS IS", WITHOUT ANY EXPRESS OR IMPLIED
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* WARRANTY. IN PARTICULAR, NEITHER THE AUTHORS NOR AT&T MAKE ANY
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* REPRESENTATION OR WARRANTY OF ANY KIND CONCERNING THE MERCHANTABILITY
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* OF THIS SOFTWARE OR ITS FITNESS FOR ANY PARTICULAR PURPOSE.
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*/
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