Nothing
lnn <- function (x, span = 21, sm.span=11)
{
n <- length(x)
z <- embed(x, sm.span)
ss <- sm.span%/%2
s <- span%/%2
mmn <- rowMeans(z) # moving average
fitted <-c(rep(mmn[1],ss), mmn, rep(mmn[n-2*ss],ss))
zz <- embed(x, span)
msd <- apply(zz, 1, mymad) # local variation estimation
sigma <- c(rep(msd[1],s), msd, rep(msd[n-2*s],s))
list(fitted=fitted, s=sigma)
}
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