crit {locfit} | R Documentation |
Every "locfit"
object contains a critical value object to be used in
computing and ploting confidence intervals. By default, a 95% pointwise
confidence level is used. To change the confidence level, the critical
value object must be substituted using crit
and
crit<-
.
crit(fit, const=c(0, 1), d=1, cov=0.95, rdf=0) crit(fit) <- value
fit |
"locfit" object. This is optional; if a fit is
provided, defaults for the other arguments are taken from the critical
value currently stored on this fit, rather than the usual values above.
crit(fit) with no other arguments will just return the current
critical value. |
const |
Tube formula constants for simultaneous bands (the default,
c(0,1) , produces pointwise coverage). Usually this is generated
by the kappa0 function and should not be provided by the
user. |
d |
Dimension of the fit. Again, users shouldn't usually provide it. |
cov |
Coverage Probability for critical values. |
rdf |
Residual degrees of freedom. If non-zero, the critical values
are based on the Student's t distribution. When rdf=0 , the
normal distribution is used. |
value |
Critical value object generated by crit or
kappa0 . |
Critical value object.
locfit
, plot.locfit
,
kappa0
, crit<-
.
# compute and plot 99% confidence intervals, with local variance estimate. data(ethanol) fit <- locfit(NOx~E,data=ethanol) crit(fit) <- crit(fit,cov=0.99) plot(fit,band="local") # compute and plot 99% simultaneous bands crit(fit) <- kappa0(NOx~E,data=ethanol,cov=0.99) plot(fit,band="local")