Local Regression

by **TLBshifted** » Mon Apr 19, 2021 11:58 am

Is it possible to translate local regression to lua?

https://en.m.wikipedia.org/wiki/Local_regression

Thanks

by **Apprentice** » Tue Apr 20, 2021 4:17 pm

Can you provide any implementation?
Any platform will suffice.

by **TLBshifted** » Wed Apr 21, 2021 2:28 am

I have seen Local Regression (LOESS) used in 'R' based trading platforms. I dont know the name of the platform.

by **TLBshifted** » Thu Apr 22, 2021 6:11 am

by **TLBshifted** » Thu Apr 22, 2021 6:14 am

Code: Select all: [using Loess xs = 10 .* rand(100) ys = sin.(xs) .+ 0.5 * rand(100) model = loess(xs, ys) us = range(extrema(xs)...; step = 0.1) vs = predict(model, us) using Gadfly p = plot(x=xs, y=ys, Geom.point, Guide.xlabel("x"), Guide.ylabel("y"), layer(Geom.line, x=us, y=vs)) draw(SVG("loess.svg", 6inch, 3inch), p]

Found the codes
https://github.com/JuliaStats/Loess.jl

Thanks for your patience

by **Apprentice** » Fri Apr 23, 2021 3:47 am