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
confidence level is used. To change the confidence level, the critical
value object must be substituted using crit
and
crit<-
.
crit(fit) crit(fit, const=c(0,1), d=1, cov=0.95, rdf=0)
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.
|
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")