skmisc.loess.loess_outputs

class skmisc.loess.loess_outputs(n, p, family)

Class of a loess fit outputs

This object is automatically created with empty values when a new loess object is instantiated. The object gets filled when the loess.fit() method is called.

Parameters:
nint

Number of independent observation

pint

Number of variables

diagonal

ndarray - Diagonal of the operator hat matrix, shape (n,)

divisor

ndarray - Normalization divisors for numeric predictors, shape (p,)

enp

float - Equivalent number of parameters

fitted_residuals

ndarray - Fitted residuals, shape (n,), (observations - fitted values)

fitted_values

ndarray - Fitted values, shape (n,)

one_delta

float - Statistical parameter used in the computation of standard errors

pseudovalues

ndarray - Adjusted values of the response when robust estimation is used, shape (n,)

residual_scale

float - Estimate of the scale of residuals

robust

ndarray - Robustness weights for robust fitting, shape (n,)

trace_hat

float - Trace of the operator hat matrix

two_delta

float - Statistical parameter used in the computation of standard errors