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comparison rDiff/src/locfit/m/lfband.m @ 0:0f80a5141704

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version 0.3 uploaded
author vipints
date Thu, 14 Feb 2013 23:38:36 -0500
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-1:000000000000 0:0f80a5141704
1 function lfband(fit,varargin)
2
3 % adds confidence bands around the plot of a locfit() fit.
4 %
5 % for 2-d fits, produces separate surface plots of upper and
6 % lower confidence limits.
7 %
8 % Bands are based on 95% pointwise coverage, using a single
9 % (i.e. global) estimate of sigma^2.
10
11 xfit = lfmarg(fit);
12 % placing 'band','g' before varargin{:} ensures that
13 % user-provided 'band' has precedence.
14 ypp = predict(fit,xfit,'band','g',varargin{:});
15 yfit = ypp{1};
16 se = ypp{2};
17 bands = ypp{3};
18
19 data = fit.data;
20 xdata = data.x;
21 p = size(xdata,2);
22 cv = 1.96;
23 fali = fit.fit_points.family_link;
24 cl = invlink(bands(:,1),fali);
25 cu = invlink(bands(:,2),fali);
26
27 if (p==1)
28 hold on;
29 plot(xfit{1},cu,':');
30 plot(xfit{1},cl,':');
31 hold off;
32 end;
33
34 if (p==2)
35 x1 = xfit{1};
36 x2 = xfit{2};
37 figure(1);
38 surf(x1,x2,reshape(cl,length(x1),length(x2))');
39 figure(2);
40 surf(x1,x2,reshape(cu,length(x1),length(x2))');
41 end;
42
43 return;