Library: | smoother |
See also: | lpregest lpderest |
Quantlet: | spfill | |
Description: | spfill fills places of sparsity with interpolated observations to avoid the need of oversmoothing. |
Usage: | xyaug = spfill(x,y, a, b, h, r) | |
Input: | ||
x | n x 1 matrix | |
y | n x 1 matrix | |
a | scalar, lower limit for estimation | |
b | scalar, upper limit for estimation | |
h | scalar, bandwidth | |
r | scalar, scaling factor | |
Output: | ||
xyaug | n x 2 matrix, is the augmented and sorted data |
library("smoother") n = 50 x = uniform(n) y = sin(2.*pi.*x) + 0.1.*normal(n) a = -0.2 b = 1.2 h = 0.05 r = 2 xyaug = spfill(x,y,a,b,h,r) estaug=lpregest(xyaug,h) t = createdisplay(1,1) show(t,1,1,x~y,xyaug,estaug)
Computes and plots the local linear estimator using the augmented data.