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local_linear_smoothing

于 2013-05-05 发布文件大小:55KB

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Matlab functions implementing non-parametric local linear smoothing (LLS) for one-dimensional curve fitting: yi = f(xi) + ei for i = 1, 2, ..., n. The toolbox contains: (i) the usual LLS estimator, see e.g. [1] (ii) a jump-preserving (two-sided) LLS estimator proposed in [2] (iii) a modified version of the two-sided LLS proposed in [3].(Matlab functions implementing non-parametric local linear smoothing (LLS) for one-dimensional curve fitting: yi = f(xi)+ ei for i = 1, 2, ..., n. The toolbox contains: (i) the usual LLS estimator, see e.g. [1] (ii) a jump-preserving (two-sided) LLS estimator proposed in [2] (iii) a modified version of the two-sided LLS proposed in [3].)

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