One-sided left smooth for a Locfit model.
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 ≤ 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().
left(x,...)
x |
numeric variable. |
... |
Other arguments to |
# 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 )
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