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- % 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);
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