diff rDiff/src/locfit/m/kappa0.m @ 0:0f80a5141704

version 0.3 uploaded
author vipints
date Thu, 14 Feb 2013 23:38:36 -0500
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/rDiff/src/locfit/m/kappa0.m	Thu Feb 14 23:38:36 2013 -0500
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+function kap=kappa0(x,y,varargin)
+
+% Compute the constants for `tube-formula' based simultaneous
+% confidence bands.
+%
+% Works for regression models only. Density estimation problems
+% should be converted to counts, and use poisson regression
+% 'family','poisson'.
+%
+% Essentially, this is a front-end to locfit, and so all optional
+% arguments to locfit (eg, smoothing parameters) can be provided.
+%
+% To compute (or plot) the confidence bands, provide the output
+% of the kappa0() function as the 'kappa' argument to a
+% predict() or lfband() call.
+%
+%
+% Example:
+%
+% load ethanol;
+% fit = locfit(E,NOx,'alpha',0.5)
+% kap = kappa0(E,NOx,'alpha',0.5)  % give same arguments!
+% lfplot(fit)
+% lfband(fit,'kappa',kap)     % plot the simultaneous bands
+% z = predict(fit,[0.6 0.7 0.8]','kappa',kap,'band','g')
+% z{3}                        % evaluate the bands.
+
+fit = locfit(x,y,'module','kappa','ev','grid','mg',20,varargin{:});
+z = fit.fit_points.kappa;
+d = size(fit.data.x,2);
+kap = z(1:(d+1));
+
+return;