Smoothing.LoessScatterSmoother Method

public static Func<Vector<double>, Vector<double>?, Vector<double>> LoessScatterSmoother(
	int windowLength,
	int robustSteps = 0,
	double delta = 0
)

Public Shared Function LoessScatterSmoother ( 
	windowLength As Integer,
	Optional robustSteps As Integer = 0,
	Optional delta As Double = 0
) As Func(Of Vector(Of Double), Vector(Of Double), Vector(Of Double))

public:
static Func<Vector<double>^, Vector<double>^, Vector<double>^>^ LoessScatterSmoother(
	int windowLength, 
	int robustSteps = 0, 
	double delta = 0
)

static member LoessScatterSmoother : 
        windowLength : int * 
        ?robustSteps : int * 
        ?delta : float 
(* Defaults:
        let _robustSteps = defaultArg robustSteps 0
        let _delta = defaultArg delta 0
*)
-> Func<Vector<float>, Vector<float>, Vector<float>> 

Parameters

windowLength  Int32

The length of the smoothing window.

robustSteps  Int32  (Optional)

(Optional.) The number of robustness iterations. The default is 0.

delta  Double  (Optional)

(Optional.) Distance within which robust regression is not recomputed.

Return Value

The delegate returned by this method takes two vector arguments. The first is the vector of x values. The second is the vector of y values.

When the number of data points is large, the computation time can be reduced by setting delta to a suitable value. After the initial robust regression weights are computed, the full regression is only performed for points that are delta apart. Interpolation is used for any intermediate points.

Reference