R: Running Interval Smoother

runmean {WRS2} | R Documentation

## Running Interval Smoother

### Description

The `runmean` implements a running interval smoother on the trimmed mean, `rungen` uses general M-estimators, `runmbo` performs interval smoothing on M-estimators with bagging.

### Usage

    runmean(x, y, fr = 1, tr = 0.2)
    rungen(x, y, fr = 1, est = "mom")
    runmbo(x, y, fr = 1, est = "mom", nboot = 40)

### Arguments

`x` | a numeric vector of data values (predictor)
`y` | a numeric vector of data values (response)
`fr` | smoothing factor (see details)
`tr` | trim level for the mean
`est` | type of M-estimator (`"mom"`, `"onestep"`, or `"median"`)
`nboot` | number of bootstrap samples

### Details

The larger the smoothing factor, the stronger the smoothing. Often the choice `fr = 1` gives good results; the general strategy is to find the smallest constant so that the plot looks reasonably smooth.

### Value

Returns the fitted values.

### References

Wilcox, R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Elsevier.

### See Also

`ancova`

### Examples

    ## trimmed mean smoother
    fitmean <- runmean(Pygmalion$Pretest, Pygmalion$Posttest)
    ## MOM smoother
    fitmest <- rungen(Pygmalion$Pretest, Pygmalion$Posttest)
    ## median smoother
    fitmed <- rungen(Pygmalion$Pretest, Pygmalion$Posttest, est = "median")
    ## bagged onestep smoother
    fitbag <- runmbo(Pygmalion$Pretest, Pygmalion$Posttest, est = "onestep")

    ## plot smoothers
    plot(Pygmalion$Pretest, Pygmalion$Posttest, col = "gray", xlab = "Pretest", ylab = "Posttest",
         main = "Pygmalion Smoothing")
    orderx <- order(Pygmalion$Pretest)
    lines(Pygmalion$Pretest[orderx], fitmean[orderx], lwd = 2)
    lines(Pygmalion$Pretest[orderx], fitmest[orderx], lwd = 2, col = 2)
    lines(Pygmalion$Pretest[orderx], fitmed[orderx], lwd = 2, col = 3)
    lines(Pygmalion$Pretest[orderx], fitbag[orderx], lwd = 2, col = 4)
    legend("topleft", legend = c("Trimmed Mean", "MOM", "Median", "Bagged Onestep"), col = 1:4, lty = 1)

[Package WRS2 version 0.9-2 Index]