PINE LIBRARY
Updated

AnalysisInterpolationLoess

3334
Library "AnalysisInterpolationLoess"
LOESS, local weighted Smoothing function.

loess(sample_x, sample_y, point_span) LOESS, local weighted Smoothing function.
Parameters:
  • sample_x: int array, x values.
  • sample_y: float array, y values.
  • point_span: int, local point interval span.



aloess(sample_x, sample_y, point_span) aLOESS, adaptive local weighted Smoothing function.
Parameters:
  • sample_x: int array, x values.
  • sample_y: float array, y values.
  • point_span: int, local point interval span.

Release Notes
v2
cleaned the code a bit,
corrected a overflow issue (thank you kaigouthro for noticing it),
added a moving average function using the algorithm.
Release Notes
v3 added a new function for source series, this modification was created by kaigouthro

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