Mercurial > repos > vipints > rdiff
diff rDiff/src/locfit/m/kappa0.m @ 0:0f80a5141704
version 0.3 uploaded
author | vipints |
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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 @@ -0,0 +1,33 @@ +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;