loess predict with new x values

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轮回少年
轮回少年 2021-02-05 22:29

I am attempting to understand how the predict.loess function is able to compute new predicted values (y_hat) at points x that do not exist

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  •  名媛妹妹
    2021-02-05 23:26

    Found the answer on page 42 of the manual:

    In this algorithm a set of points typically small in number is selected for direct    
    computation using the loess fitting method and a surface is evaluated using an interpolation
    method that is based on blending functions. The space of the factors is divided into
    rectangular cells using an algorithm based on k-d trees. The loess fit is evaluated at
    the cell vertices and then blending functions do the interpolation. The output data
    structure stores the k-d trees and the fits at the vertices. This information
    is used by predict() to carry out the interpolation.
    

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