Loess Fit and the resulting equation

Question

I am a developer in Portland, OR. I am wondering if anyone can help:

I am working on Loess fit models using R, as soon as I have the fit I am looking to cancel the equation that a non-linear curve, wondering if there is a way to define this equation in R? I look, but can not find any literature. For me, the graph of the function is great, but without the graph equation, I'm a little dead in the water.

Answer 1

Loess does not give you the equation [1]. If you just want to get the values ​​returned by the loess function, you use predict(loess.object, new.data)

[1] From Wikipedia:

Another drawback of LOESS is the fact that it is not a regression function, which is an easily presented mathematical formula. This can make it difficult to pass the results of the analysis to other people. To transfer the regression function to another person, they will need a dataset and software for LOESS computing.

Answer 2

There is no formula. Loess is a nonparametric method. It cannot be expressed as a simple equation.

Answer 3

You cannot extract a formula from LOESS itself. However, you can simply run another method at the points found by LOESS. If it is a simple two-dimensional graph, then it should not be so difficult to find a good formula. One way to do this is by symbolic regression (see wiki ).

Remember that this is probably not optimal, and it may be better to just use a different method than LOESS.

Answer 4

Do you want to restore a formula from a loess object? You could do something like this:

 > cars.lo <- loess(dist ~ speed, cars) > formula(unclass(cars.lo)$terms) dist ~ speed 

Edit: Sorry ... I think I misinterpreted what you wanted. There is no easy way to express the loess model as an equation.