# fig6_6

## PURPOSE

Local Regression and Likelihood, Figure 6.6.

## SYNOPSIS

This is a script file.

## DESCRIPTION

     Local Regression and Likelihood, Figure 6.6.
     Author: Catherine Loader

     Penny data, estimating jump size using left and
     right smooths.

## CROSS-REFERENCE INFORMATION

This function calls:

- locfit Smoothing noisy data using Local Regression and Likelihood.
- predict Interpolate a fit produced by locfit().

This function is called by:

- runbook

## SOURCE CODE

    0001 % Local Regression and Likelihood, Figure 6.6.
    0002 % Author: Catherine Loader
    0003 %
    0004 % Penny data, estimating jump size using left and
    0005 % right smooths.
    0006 %
    0007
    0008 load penny;
    0009 midp = (1945:1988)'+0.5;
    0010 fitl = locfit(year,thickness,'style','l','alpha',[0 10],'ev',midp,'deg',1);
    0011 fitr = locfit(year,thickness,'style','r','alpha',[0 10],'ev',midp,'deg',1);
    0012 pl = predict(fitl);
    0013 pr = predict(fitr);
    0014 figure('Name','fig6_6: Estimating jump size' );
    0015 plot(midp,(pr-pl).*(pr-pl),'.-');
    0016 xlabel('Year');
    0017 ylabel('\Delta^2(Year)');