locfit: crit – R documentation

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crit

Compute critical values for confidence intervals.

Description

Every "locfit" object contains a critical value object to be used in computing and ploting confidence intervals. By default, a 95% pointwise confidence level is used. To change the confidence level, the critical value object must be substituted using crit and crit<-.

Usage

crit(fit, const=c(0, 1), d=1, cov=0.95, rdf=0)
crit(fit) <- value

Arguments

`fit`	`"locfit"` object. This is optional; if a fit is provided, defaults for the other arguments are taken from the critical value currently stored on this fit, rather than the usual values above. `crit(fit)` with no other arguments will just return the current critical value.
`const`	Tube formula constants for simultaneous bands (the default, `c(0,1)`, produces pointwise coverage). Usually this is generated by the `kappa0` function and should not be provided by the user.
`d`	Dimension of the fit. Again, users shouldn't usually provide it.
`cov`	Coverage Probability for critical values.
`rdf`	Residual degrees of freedom. If non-zero, the critical values are based on the Student's t distribution. When `rdf=0`, the normal distribution is used.
`value`	Critical value object generated by `crit` or `kappa0`.

Value

Critical value object.

Examples

# compute and plot 99% confidence intervals, with local variance estimate.
data(ethanol)
fit <- locfit(NOx~E,data=ethanol)
crit(fit) <- crit(fit,cov=0.99)
plot(fit,band="local")

# compute and plot 99% simultaneous bands
crit(fit) <- kappa0(NOx~E,data=ethanol,cov=0.99)
plot(fit,band="local")

locfit

Local Regression, Likelihood and Density Estimation

v1.5-9.4

GPL (>= 2)

Authors

Catherine Loader [aut], Jiayang Sun [ctb], Lucent Technologies [cph], Andy Liaw [cre]

Initial release

2020-03-24