Local Regression and Likelihood, Figure 7.4. Censored Local Likelihood Author: Catherine Loader NEED: this is given problems for unknown reasons. something to do with censored observations and the ibeta routine. if i replace this by res[ZLIK] = th*y-y*log(p) res[ZDLL] = y*p res[ZDDLL] = y*p*(1-p) works fine. Memory leak somewhere?? also works if i ignore censoring.
0001 % Local Regression and Likelihood, Figure 7.4. 0002 % 0003 % Censored Local Likelihood 0004 % 0005 % Author: Catherine Loader 0006 % 0007 % NEED: this is given problems for unknown reasons. something 0008 % to do with censored observations and the ibeta routine. 0009 % if i replace this by 0010 % res[ZLIK] = th*y-y*log(p) 0011 % res[ZDLL] = y*p 0012 % res[ZDDLL] = y*p*(1-p) 0013 % works fine. Memory leak somewhere?? 0014 % also works if i ignore censoring. 0015 0016 0017 load border; 0018 fit = locfit(day,runs,'cens',no,'family','geom','alpha',0.7); 0019 figure('Name','fig7_4: censored local likelihood;' ); 0020 lfplot(fit); 0021 xlabel('Date'); 0022 ylabel('Runs');