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From "Eugene Kirpichov (JIRA)" <j...@apache.org>
Subject [jira] Updated: (MATH-296) LoessInterpolator.smooth() not working correctly
Date Fri, 25 Sep 2009 16:56:16 GMT

     [ https://issues.apache.org/jira/browse/MATH-296?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Eugene Kirpichov updated MATH-296:
----------------------------------

    Attachment: math-296.patch

Romeo,
Here is a patch that implements the weighted loess fit (the results agree reasonably with
R's implementation).
Also, the patch fixes some numeric instability by introducing an 'accuracy' parameter.

Luc,
Could you please review the patch and probably apply it?

> LoessInterpolator.smooth() not working correctly
> ------------------------------------------------
>
>                 Key: MATH-296
>                 URL: https://issues.apache.org/jira/browse/MATH-296
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.0
>         Environment: Java 1.6 on Vista
>            Reporter: Romeo Palijan
>         Attachments: math-296-test.patch, math-296.patch
>
>
> I have been comparing LoessInterpolator.smooth output with the loessFit output from R
(R-project.org, probably the most widely used loess implementation) and have had strangely
different numbers. I have created a small set to test the difference and something seems to
be wrong with the smooth method but I do no know what and I do not understand the code.
> *Example 1*
> |x-input: |1.5| 3.0| 6| 8| 12|13| 22| 24|28|31|
> |y-input: |3.1|6.1|3.1|2.1|1.4|5.1|5.1|6.1|7.1|7.2|
> |Output LoessInterpolator.smooth():|NaN|NaN|NaN|NaN|NaN|NaN|NaN|NaN|NaN|NaN|
> |Output from loessFit() from R: |3.191178027520974|3.0407201231474037|2.7089538903778636|2.7450823274490297|4.388011000549519|4.60078952381848|5.2988217587114805|5.867536388457898|6.7797794777879705|7.444888598397342|
> *Example 2 (same x-values, y-values just floored)*
> |x-input: |1.5| 3.0| 6| 8| 12|13| 22| 24|28|31|
> |y-input: |3|6|3|2|1|5|5|6|7|7|
> |Output LoessInterpolator.smooth(): |3|6|3|2|0.9999999999999005|5.0000000000001705|5|5.999999999999972|7|6.999999999999967|
> |Output from loessFit() from R: |3.091423927353068|2.9411521572524237|2.60967950675505|2.7421759322272248|4.382996912300442|4.646774316632562|5.225153658563424|5.768301917477015|6.637079139313073|7.270482144410326|
> As you see the output is practically the replicated y-input.
> At this point this funtionality is critical for us but I could not find any other suitable
java-implementation. Help. Maybe this strange behaviour gives someone a clue?

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