local_quantreg.R

library( quantreg )

x <- runif( 1000, 0, 10 )
y <- 30*exp(-(x-5)^2) + rnorm(1000) + x*rnorm(1000)
plot( x, y )

fit <- rq( y ~ x + I(x^2), .9 )
xg <- seq( 0, 10, l=1000 )
lines( xg, predict( fit, data.frame( x=xg, `I(x^2)`=xg^2 ) ), col="red" )

mm <- cbind( 1, x, x^2 )
yfit <-
 sapply( xg, function(xp) {
   fit <- rq.wfit( mm, y, .9, dnorm( x, mean=xp, sd=2 ) )
   fit$coefficients %*% c( 1, xp, xp^2 ) })
lines( xg, yfit, col="orange" )