Displaying 2 results from an estimated 2 matches for "lger".
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ler
2005 Sep 28
1
confidence variability bands for kernel estimators
...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
2005 Oct 24
1
locfit: simultaneous confidence band
...nce is computed by the
function 'rv'. The weights in the 'scb'-function are set 1/sigma^2 to
compute the confidence band.
Is this procedure correct or is there any other way to compute confidence
bands with unknown variance?
Thanks very much for any help you can offer.
Michael G??lger