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1 function kap=kappa0(x,y,varargin)
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2
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3 % Compute the constants for `tube-formula' based simultaneous
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4 % confidence bands.
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5 %
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6 % Works for regression models only. Density estimation problems
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7 % should be converted to counts, and use poisson regression
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8 % 'family','poisson'.
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9 %
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10 % Essentially, this is a front-end to locfit, and so all optional
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11 % arguments to locfit (eg, smoothing parameters) can be provided.
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12 %
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13 % To compute (or plot) the confidence bands, provide the output
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14 % of the kappa0() function as the 'kappa' argument to a
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15 % predict() or lfband() call.
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16 %
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17 %
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18 % Example:
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19 %
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20 % load ethanol;
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21 % fit = locfit(E,NOx,'alpha',0.5)
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22 % kap = kappa0(E,NOx,'alpha',0.5) % give same arguments!
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23 % lfplot(fit)
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24 % lfband(fit,'kappa',kap) % plot the simultaneous bands
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25 % z = predict(fit,[0.6 0.7 0.8]','kappa',kap,'band','g')
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26 % z{3} % evaluate the bands.
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27
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28 fit = locfit(x,y,'module','kappa','ev','grid','mg',20,varargin{:});
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29 z = fit.fit_points.kappa;
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30 d = size(fit.data.x,2);
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31 kap = z(1:(d+1));
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32
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33 return;
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