Message-ID: <39B6DDB9048D0F4DAD42CB26AAFF0AFAFED4AE@usctmx1106.merck.com>
Date: 2005-09-28T14:57:54Z
From: Liaw, Andy
Subject: confidence variability bands for kernel estimators
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
>
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