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Robust Loess : Java library

user798 Published in March 24, 2018, 2:15 am

I am attempting to create a regression model that best describes my data. Due to it's nature, I'd like to fit a quadratic polynomial, using robust loeass regression. In matlab, I'd run the following command to achieve this, where 0.1 is the bandwidth:


The closest thing I've found to this in Java land is the apache math3 library, as shown in this post . I can use this library as follows:

final LoessInterpolator rloess = new LoessInterpolator(0.1, LoessInterpolator.DEFAULT_ROBUSTNESS_ITERS)
rloess.smooth(xval, yval);

However, LoessInterpolator seems to only perform linear regression, which I do not desire. Is it possible to "enable" the quadratic model in the apache math3 library?

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