Michael Gälger
2005-Sep-28 13:58 UTC
[R] confidence variability bands for kernel estimators
I'm using nonparametric regression (packeges ksmooth and ks). My question: is there any way to compute confidence bands (or variability bands) with R. Confidence bands for functions are intervals [CLO(x);CUP(x)] such that with probability 1-alpha the true curve is covered by the band [CLO(x);CUP(x)]. Thanks very much for any help you can offer. Michael G??lger
The `sm' package has functionality to produce pointwise band. The `locfit' package can produce simultaneous band. Both are support software for books, where you'll find more detail. Andy> From: Michael G??lger > > I'm using nonparametric regression (packeges ksmooth and ks). > My question: > is there any way to compute confidence bands (or variability > bands) with R. > Confidence bands for functions are intervals [CLO(x);CUP(x)] > such that with > probability 1-alpha the true curve is covered by the band > [CLO(x);CUP(x)]. > > Thanks very much for any help you can offer. > > Michael G??lger > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > > >