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PINE LIBRARY

AnalysisInterpolationLoess

By RicardoSantos
Wizard
Updated
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
arraysdspinterpolationMATHsmoothstatistics

Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in a publication is governed by House rules.

RicardoSantos
Wizard

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