gamlss.demo (version 4.3-3)

demo.LocalRegression: Local Regression Smoothing

Description

This function demonstrate some characteristics of local regression Smoothing

Usage

demo.LocalRegression(y = NULL, x = NULL, span = 0.5,  position = trunc((n - 1)/2),  deg = 1)
LPOL(y, x, span = 0.5, position = trunc((n - 1)/2),  w = rep(1, length(y)), deg = 1)
WLPOL(y, x, sd = 0.5, position = trunc((n - 1)/2),  w = rep(1, length(y)), deg = 1)

Arguments

y

The response variable

x

the explanatory variable

span

The smoothing parameters

sd

The standard deviation of a normal kernel used as smoothing parameter

position

The position of the target values in the x axis

w

weights

deg

The degree of the local polynomial

Value

All function produce plots.

Details

The function demo.LocalRegression demonstrates some aspects of the Local (unweighed) polynomial regression. The functions LPOL() and WLPOL() produce plots related to unweighed and weighted local polynomial regression respectively.

References

R Development Core Team (2010) tcltk package, CRAN.

Bowman, Bowman, Gibson and Crawford (2008) rpanel, CRAN

Rigby, R. A. and Stasinopoulos D. M. (2005). Generalized additive models for location, scale and shape,(with discussion), Appl. Statist., 54, part 3, pp 507-554.

Stasinopoulos D. M., Rigby R.A. and Akantziliotou C. (2006) Instructions on how to use the GAMLSS package in R. Accompanying documentation in the current GAMLSS help files, (see also http://www.gamlss.org/).

Stasinopoulos D. M. Rigby R.A. (2007) Generalized additive models for location scale and shape (GAMLSS) in R. Journal of Statistical Software, Vol. 23, Issue 7, Dec 2007, http://www.jstatsoft.org/v23/i07.

See Also

See also demoDist, gamlss.demo

Examples

demo.LocalRegression()
n <- 100
x <- seq(0, 1, length = n)*1.4
y <- 1.2 + .3*sin(5  * x) + rnorm(n) * 0.2
op <- par(mfrow=c(2,2))
LPOL(y,x, deg=0, position=5)
title("(a) moving average")
LPOL(y,x, deg=1,  position=75)
title("(b) linear poly")
WLPOL(y,x, deg=2, position=30)
title("(c) quadratic poly")
WLPOL(y,x, deg=3, position= 50)
title("(b) cubic poly")
par(op)