| Library: | smoother |
| See also: | lpregest lpregxest lpderest gasmregxb |
| Quantlet: | gasmregx | |
| Description: | calculates the Gasser-Mueller estimator using quartic kernel |
| Usage: | out = gasmregx(data, h{, der{, x}}) | |
| Input: | ||
| data | n x 2 matrix containing the data | |
| h | scalar, bandwidth | |
| der | optional scalar, derivative to estimate, which can take the values 0 (default), 1, or 2. | |
| x | optional m x 1 vector which indicates where to calculate the estimates, default is the first column of data | |
| Output: | ||
| out | m x 2 matrix containing the estimated regression function | |
library("smoother")
pts=30
b=0.8
randomize(12345)
x=pi*((1:pts)/pts)
x=x~(sin(x)+0.5*normal(pts))
est0=gasmregx(x,b,0,x[,1])
est1=gasmregx(x,b,1,x[,1])
di=createdisplay(1,2)
xp=setmask(x,"fillcircle","small")
est0p=setmask(est0,"line","thin")
est1p=setmask(est1,"line","thin")
show(di,1,1,xp,est0p)
show(di,1,2,xp,est1p)
Display with estimates of the regression curve (first window) and its derivative (second window).