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matlaboctavesmoothingloess

How to smooth in Octave?

I'm trying to get a piece of MATLAB code to run in Octave, and I've come upon the line:

xsm = smooth(x,0.03,'loess')

which doesn't seem to have an octave equivalent. x is just an array of a few thousand real numbers.

Is there any Octave code out there which will do this for me, and if not, where do I find the algorithm so that I can write my own? And if I do that, how do I contribute it to Octave?

Solution

  • Here's some loess code in Excel Basic, which might be a start:

    http://peltiertech.com/WordPress/loess-smoothing-in-excel/