majom majom - 3 months ago 7
R Question

"loess" for time series with missing data

I have a problem using

loess
and
loess.smooth
with a time series with missing data.

Both commands don't work with this toy data.

x <- as.Date(c(1, 2, 4, 5, 6), origin="2010-1-1")
y <- c(4, 8, 8, 28, 11)

plot(x, y, ylim=c(1,30))

lines(loess(y ~ x), col="red")
lines(loess.smooth(y=y, x=x), col="blue")

Answer

I ended up using the following code:

# Data

x.1 <- as.Date(c(1, 2, 4, 5, 6), origin="2010-1-1")
x.2 <- c(1, 2, 4, 5, 6)
y <- c(4, 8, 8, 28, 11)


# x.2 - x is numeric variable

plot(x.2, y, ylim=c(1,30))

lines(loess(y ~ x.2, span=1.01), col="black", lwd=2, lty=2)  # neccessary to change span default to avoid warnings (span = 0.75)
lines(loess.smooth(x.2, y, span=1.01), col = "orange", , lwd=2)  # neccessary to change span default to avoid warnings (span = 2/3)
lines(smooth.spline(x.2,y), col="blue", lwd=2) 


# x.1 - x is date variable

plot(x.1, y, ylim=c(1,30))
# loess() cannot deal with date variables, thus convert it to 
lines(loess(y~as.numeric(x.1), span=1.01), col="red", lwd=2)  # neccessary to change span default to avoid warnings (span = 0.75) 
lines(loess.smooth(x.1, y, span=1.01), col = "orange", lwd=2)   # neccessary to change span default to avoid warnings (span = 2/3)
lines(smooth.spline(x.1,y), col="blue", lwd=2) 

The problems were: (1) loess is unable to deal with date variables. (2) The span parameter had to be adjusted (>1).

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