% Local Regression and Likelihood, Figure 6.4. % Author: Catherine Loader % % Local smooth of CO2 dataset. Estimate the main trend, % then use periodic smoothing of the residuals to estimate % the annual effect. Add main trend and periodic components % to get overall smooth. % % A periodic smooth is specified by 'style','a'. % Note that year+month/12 scales the predictor to have a period % of 1. The 'scale' argument to locfit() is period/(2*pi). load co2; fit1 = locfit(year+month/12,co2,'alpha',0.5,'deg',1); res = residuals(fit1); fit2 = locfit(year+month/12,res,'alpha',[0 2],'style','a','scale',1/(2*pi)); f1 = fitted(fit1); f2 = fitted(fit2); figure('Name','fig6_4: CO2 dataset local smoothing' ); plot(year+month/12,f1+f2);