r-黄土预测返回NA [英] r - loess prediction returns NA
问题描述
我正在努力使用loess
进行样本外"预测.我得到原始样本之外的新x的NA
值.我可以得到这些预测吗?
I am struggling with "out-of-sample" prediction using loess
. I get NA
values for new x that are outside the original sample. Can I get these predictions?
x <- c(24,36,48,60,84,120,180)
y <- c(3.94,4.03,4.29,4.30,4.63,4.86,5.02)
lo <- loess(y~x)
x.all <- seq(3,200,3)
predict(object = lo,newdata = x.all)
我需要模拟完整的收益率曲线,即不同期限的利率.
I need to model full yield curve, i.e. interest rates for different maturities.
推荐答案
在predict.loess
的手册页中:
当使用surface ="interpolate"(默认值)进行拟合时,predict.loess将不会进行推断-因此,包围原始数据的,与轴对齐的超立方体之外的点将缺少(NA)预测值和标准误差>
如果将曲面参数更改为"direct",则可以外推值.
If you change the surface parameter to "direct" you can extrapolate values.
例如,这将起作用(附带说明:在绘制预测后,我的感觉是您应该稍微增加loess
调用中的span
参数):
For instance, this will work (on a side note: after plotting the prediction, my feeling is that you should increase the span
parameter in the loess
call a little bit):
lo <- loess(y~x, control=loess.control(surface="direct"))
predict(lo, newdata=x.all)
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