Finished the take-home programming question for Metrics. If I hadn't fluffed around so much this morning, it would have taken less than 24 hours. As it is, it's early, and I enjoyed it.
The solid line here is my first attempt at writing a nonparametric estimator to the data points. I think you'll agree it's a very bad fit.
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This fit is better - in fact, perfect, which shouldn't have happened. I somehow managed to cancel out the randomness and estimated the dependent variable data using only the dependent variable data.
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This is more like it! Not too jagged, but nonetheless a good fit. This was the signal that the first half of the question was done.
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It's difficult to demonstrate pictorially what the other half was about, because it involved finding an optimal value for a parameter used in the first half - except the plug-in parameter value we'd been given turned out to be exactly the optimal one, so the picture didn't change. The best I can do is point out that my results were precisely what Dr Metrics told us to expect:
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Holiday time now. Oh dear... it's a while since I had one of those...
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