% Local Regression and Likelihood, Figure 6.6. % Author: Catherine Loader % % Penny data, estimating jump size using left and % right smooths. % load penny; midp = (1945:1988)'+0.5; fitl = locfit(year,thickness,'style','l','alpha',[0 10],'ev',midp,'deg',1); fitr = locfit(year,thickness,'style','r','alpha',[0 10],'ev',midp,'deg',1); pl = predict(fitl); pr = predict(fitr); figure('Name','fig6_6: Estimating jump size' ); plot(midp,(pr-pl).*(pr-pl),'.-'); xlabel('Year'); ylabel('\Delta^2(Year)');