![]() It accepts the input X and Y data and the output X values either as ranges or as vertical arrays, and it outputs the calculated LOESS Y values as a vertical array. I’ve discarded the Dictionary objects in favor of VB arrays. I’ve expanded on Nick’s starting point, and produced the function presented later in this article. ![]() Nick’s UDF used Dictionary objects to hold intermediate values, and it outputs the Y value for the input X value. The UDF accepts as inputs the X and Y data ranges, the number of points to use in the moving regression, and the X value for which to calculate Y. Nick’s approach was to create a UDF in VBA. A commenter named Nick used the NIST chapter as a starting point for his implementation of a LOESS function for Excel, and he posted in in a comment on JunkCharts. The NIST Engineering Statistics Handbook has a good description of the LOESS technique, including a worked example. For each X value where a Y value is to be calculated, the LOESS technique performs a regression on points in a moving range around the X value, where the values in the moving range are weighted according to their distance from this X value. Devlin published a refined version of the technique (references are given at the end of this article). In 1979 William Cleveland published the LOESS (or LOWESS) technique for smoothing data, and in 1988 he and Susan J.
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