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From "Romeo Palijan (JIRA)" <>
Subject [jira] Created: (MATH-296) LoessInterpolator.smooth() not working correctly
Date Wed, 16 Sep 2009 21:15:57 GMT
LoessInterpolator.smooth() not working correctly

                 Key: MATH-296
             Project: Commons Math
          Issue Type: Bug
            Reporter: Romeo Palijan

I have been comparing LoessInterpolator.smooth output with the loessFit output from R (probably
the most widely used loess function and have had different numbers. I have created a small
subset 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.
|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|0.9999999999999005|1|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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