locfit (version 1.5-9.9)

left: One-sided left smooth for a Locfit model.

Description

The left() function is used in a locfit model formula to specify a one-sided smooth: when fitting at a point \(x\), only data points with \(x_i \le x\) should be used. This can be useful in estimating points of discontinuity, and in cross-validation for forecasting a time series. left(x) is equivalent to lp(x,style="left").

When using this function, it will usually be necessary to specify an evaluation structure, since the fit is not smooth and locfit's interpolation methods are unreliable. Also, it is usually best to use deg=0 or deg=1, otherwise the fits may be too variable. If nearest neighbor bandwidth specification is used, it does not recognize left().

Usage

left(x,...)

Arguments

x

numeric variable.

...

Other arguments to lp().

See Also

locfit, lp, right

Examples

# compute left and right smooths
data(penny)
xev <- (1945:1988)+0.5
fitl <- locfit(thickness~left(year,h=10,deg=1), ev=xev, data=penny)
fitr <- locfit(thickness~right(year,h=10,deg=1),ev=xev, data=penny)
# plot the squared difference, to show the change points.
plot( xev, (predict(fitr,where="ev") - predict(fitl,where="ev"))^2 )