fig9_2

 Local Regression and Likelihood, Figure 9.2.

 Hardle's Motorcycle accelaration dataset.
 Local Variance Estimation.

 Author: Catherine Loader

 NEED: lfknots function to extract fit points.

0001 % Local Regression and Likelihood, Figure 9.2.
0002 %
0003 % Hardle's Motorcycle accelaration dataset.
0004 % Local Variance Estimation.
0005 %
0006 % Author: Catherine Loader
0007 %
0008 % NEED: lfknots function to extract fit points.
0009 
0010 load mcyc;
0011 fit = locfit(time,'y',accel,'nn',0.1);
0012 y = -2*predict(fit,'fitp','what','lik');
0013 w = predict(fit,'fitp','what','rdf');
0014 x = fit.fit_points.evaluation_points';
0015 [x y w]
0016 fitv = locfit(x,y,'weights',w,'family','gamma','nn',0.4);
0017 figure('Name','fig9_2: Motorcycle acceleration');
0018 lfplot(fitv);
0019 xlabel('Time');
0020 ylabel('Variance');