Usage: 
z = pmreg(y, thrconst, verbose, extremanr, bandwidth, sigma, localsqueezing, squeezingfactor, tolerance)

Input: 
 y  (n x 1) vector of data

 thrconst  optional (2.5 by default); it specifies the threshold constant.

 verbose  optional (it is zero by default); if nonzero, the user is in
every iteration and at the end of the computation presented
with three graphs characterizing the string and its bounds,
the estimated regression function (plotted together with the
data y), and the schematized "residual" plot in which nonzero
values (1 or 1) indicate that the string touches one of the bounds.
If, in addition to that, verbose is negative, then after every
iteration program stops waiting for a user input.

 extremanr  optional (1 by default); if positive, it prescribes the maximum for the
number of local extrema. It can be used only if local squeezing is not
active.

 bandwidth  optional (1 by default); if positive, then it specifies the bandwidth
for "string tube" to be used, otherwise, a predefined bandwidth is chosen
(depending on the size of the data and other parameters).

 sigma  optional (1 by default); if positive, then it specifies the variance
of the noise, otherwise, the median absolute deviaton is used.

 localsqueezing  optional (one by default); if nonzero, a local squeezing is used,
that is the reduction of the radius of "string tube" takes place
only in neighborhoods of local extremes.

 squeezingfactor  optional (0.5 by default); it specifies the amount of "string tube"
radius reduction after every iteration.

 tolerance  optional (0.001 by default); it gives the precision to reach.

Output: 
 z.ystr  (n x 1) vector containing the estimated regression function 
 z.sigmastr  the variance used for the estimation (if it was not specified as the
input parameter, the median absolute deviation is returned). 
 z.widths  (n+1) x 1 vector of the distance between the estimated cdf and
its upper bound 
 nmax  the number of local extremes of the string 
 knotsind  the indices of (sorted) observations at which knots are 
 knotsy  the ycoordinates of the string in knots (given by knotsind) 