search for: estlp

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2010 Mar 27
0
data fitting and confidence band
...=============================== # How many times the pointwise confidence interval at x=0.5 contains the true value at 0.5 # i.e. what is the so called "coverage rate"? # ========================================================================================= pos = which(x==0.5) sum(abs(estlp[pos,] - m(x[pos])) <= 1.96*selp[pos,]) # equidistant x outputs 946 # non-equidistant x outputs 938 sum(abs(estss[pos,] - m(x[pos])) <= 1.96*sess[pos,]) # equidistant x outputs 895...