1. Zoltán Szabó
  2. ITE


ITE / code / H_I_D / utilities / locally_linear_regression.m

function [w] = locally_linear_regression(x)
%Locally linear regression on x, the weights are returned in w.
%Copyright (C) 2012 Zoltan Szabo ("http://nipg.inf.elte.hu/szzoli", "szzoli (at) cs (dot) elte (dot) hu")
%This file is part of the ITE (Information Theoretical Estimators) Matlab/Octave toolbox.
%ITE is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by
%the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
%This software is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of
%MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License for more details.
%You should have received a copy of the GNU General Public License along with ITE. If not, see <http://www.gnu.org/licenses/>.

m = (size(x,1)-1)/2;%dim(x)=2m+1
x = bsxfun(@minus, x, mean(x,1)); %x-mean(x)
w = ([-m:m] * x) ./ sum(x.^2,1);