R: End Points Smoothing (for Running Medians)

smoothEnds {stats} | R Documentation

## End Points Smoothing (for Running Medians)

### Description

Smooth end points of a vector `y` using subsequently smaller medians and Tukey's end point rule at the very end. (of odd span),

### Usage

    smoothEnds(y, k = 3)

### Arguments

`y` | dependent variable to be smoothed (vector).
`k` | width of largest median window; must be odd.

### Details

`smoothEnds` is used to only do the ‘end point smoothing’, i.e., change at most the observations closer to the beginning/end than half the window `k`. The first and last value are computed using Tukey's end point rule, i.e., `sm[1] = median(y[1], sm[2], 3*sm[2] - 2*sm[3], na.rm=TRUE)`.

In R versions 3.6.0 and earlier, missing values (`NA`) in `y` typically lead to an error, whereas now the equivalent of `median(*, na.rm=TRUE)` is used.

### Value

vector of smoothed values, the same length as `y`.

### Author(s)

Martin Maechler

### References

John W. Tukey (1977) Exploratory Data Analysis, Addison.

Velleman, P.F., and Hoaglin, D.C. (1981) ABC of EDA (Applications, Basics, and Computing of Exploratory Data Analysis); Duxbury.

### See Also

`runmed(*, endrule = "median")` which calls `smoothEnds()`.

### Examples

    require(graphics)

    y <- ys <- (-20:20)^2
    y [c(1,10,21,41)] <-  c(100, 30, 400, 470)
    s7k <- runmed(y, 7, endrule = "keep")
    s7. <- runmed(y, 7, endrule = "const")
    s7m <- runmed(y, 7)
    col3 <- c("midnightblue","blue","steelblue")
    plot(y, main = "Running Medians -- runmed(*, k=7, endrule = X)")
    lines(ys, col = "light gray")
    matlines(cbind(s7k, s7.,s7m), lwd = 1.5, lty = 1, col = col3)
    eRules <- c("keep","constant","median")
    legend("topleft", paste("endrule", eRules, sep = " = "),
           col = col3, lwd = 1.5, lty = 1, bty = "n")

    stopifnot(identical(s7m, smoothEnds(s7k, 7)))

    ## With missing values (for R >= 3.6.1):
    yN <- y; yN[c(2,40)] <- NA
    rN <- sapply(eRules, function(R) runmed(yN, 7, endrule=R))
    matlines(rN, type = "b", pch = 4, lwd = 3, lty=2,
             col = adjustcolor(c("red", "orange4", "orange1"), 0.5))
    yN[c(1, 20:21)] <- NA # additionally
    rN. <- sapply(eRules, function(R) runmed(yN, 7, endrule=R))
    head(rN., 4); tail(rN.) # more NA's too, still not *so* many:
    stopifnot(exprs = {
       !anyNA(rN[,2:3])
       identical(which(is.na(rN[,"keep"])), c(2L, 40L))
       identical(which(is.na(rN.), arr.ind=TRUE, useNames=FALSE),
                 cbind(c(1:2,40L), 1L))
       identical(rN.[38:41, "median"], c(289,289, 397, 470))
    })

[Package stats version 4.0.5 Index]