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LOWESS

gts

The LOWESS function consumes a bandwidth (a LONG) from the top of the stack, then smooths a GTS or a LIST of GTS that are below by using local regression.

To obtain a good smoothing, it is advised to choose an odd number of at least 5 as the bandwidth parameter.

LOWESS is available since version 1.0.0.

See also

Signatures

Examples

NEWGTS 100 NaN NaN NaN 10.0 ADDVALUE 200 NaN NaN NaN 9.0 ADDVALUE 300 NaN NaN NaN 8.0 ADDVALUE 400 NaN NaN NaN 7.0 ADDVALUE 500 NaN NaN NaN 6.1 ADDVALUE 600 NaN NaN NaN 5.0 ADDVALUE 700 NaN NaN NaN 4.0 ADDVALUE 800 NaN NaN NaN 3.0 ADDVALUE 900 NaN NaN NaN 2.0 ADDVALUE 5 LOWESS

Examples

A = NEWGTS() ADDVALUE(A, 100, NaN, NaN, NaN, 10.0) ADDVALUE(A, 200, NaN, NaN, NaN, 9.0 ) ADDVALUE(A, 300, NaN, NaN, NaN, 8.0 ) ADDVALUE(A, 400, NaN, NaN, NaN, 7.0 ) ADDVALUE(A, 500, NaN, NaN, NaN, 6.1 ) ADDVALUE(A, 600, NaN, NaN, NaN, 5.0 ) ADDVALUE(A, 700, NaN, NaN, NaN, 4.0 ) ADDVALUE(A, 800, NaN, NaN, NaN, 3.0 ) ADDVALUE(A, 900, NaN, NaN, NaN, 2.0 ) return LOWESS(A, 5)