Question

I have an array with dates as indices which I’m plotting. I’d like to plot a LOESS curve along with it. However, the input for loess is a formula. Is there a good way to define a formula from array index to value which I can then give to the loess function?

Answer 1

Check out the help page for loess() – it has a couple of examples of specifying the formula. Basically, you need to put your data into a data.frame object with variables given appropriate names, then the formula will be y ~ x, where x and y are the names of the variables you want on the x- and y-axis, respectively.

I prefer the function lowess(), which is a faster, simpler alternative. It has fewer adjustable parameters than loess() but it just as good in many applications.
Here are some links describing the differences between the two functions.

Below is a simple example for both loess() and lowess()

## create an example data set                                                                                                                                
x <- sort(rpois(100,10) + rnorm(100,0,2))
y <- x^2 + rnorm(100,0,7)
df <- data.frame(x = x,y = y)
plot(x,y)
## fit a lowess and plot it                                                                                                                                  
l.fit1 <- lowess(x,y,f = 0.3)
lines(l.fit1, col = 2,lwd = 2)

## fit a loess and plot it                                                                                                                                   
l.fit2 <- loess(y ~ x, data = df)
lines(x,predict(l.fit2,x), col = 3,lwd = 2)