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Finding the optimal smoothing span for LOESS in R

Horrible Hoopoe answered on February 21, 2023 Popularity 3/10 Helpfulness 1/10

answer Finding the optimal smoothing span for LOESS in R

Finding the optimal smoothing span for LOESS in R

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# define function that returns the SSE
calcSSE <- function(x){
  loessMod <- try(loess(uempmed ~ index, data=economics, span=x), silent=T)
  res <- try(loessMod$residuals, silent=T)
  if(class(res)!="try-error"){
    if((sum(res, na.rm=T) > 0)){
      sse <- sum(res^2)  
    }
  }else{
    sse <- 99999
  }
  return(sse)
}

# Run optim to find span that gives min SSE, starting at 0.5
optim(par=c(0.5), calcSSE, method="SANN")
#> $par
#> [1] 0.05433545
#> 
#> $value
#> [1] 3.85753e-28
#> 
#> $counts
#> function gradient 
#>    10000       NA 
#> 
#> $convergence
#> [1] 0
#> 
#> $message
#> NULL

Popularity 3/10 Helpfulness 1/10 Language whatever

Source: r-statistics.co

Tags: loess optimal r smoothing whatever

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Contributed on Feb 21 2023

Horrible Hoopoe

0 Answers Avg Quality 2/10

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Finding the optimal smoothing span for LOESS in R

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