Smoothing.Lowess Scatter Smoother Method
Definition
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public static Func<Vector<double>, Vector<double>, Vector<double>> LowessScatterSmoother(
int windowLength,
int robustSteps = 0,
double delta = 0
)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
Func<Vector<Double>, Vector<Double>, Vector<Double>>The filtered signal.
Remarks
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.
Exceptions
| ArgumentOutOfRangeException | windowLength is less than two. -or- windowLength is not odd. |