scb                  package:locfit                  R Documentation

_S_i_m_u_l_t_a_n_e_o_u_s _C_o_n_f_i_d_e_n_c_e _B_a_n_d_s

_D_e_s_c_r_i_p_t_i_o_n:

     'scb' is implemented as a front-end to 'locfit', to compute
     simultaneous confidence bands using the tube formula method and
     extensions, based on Sun and Loader (1994).

_U_s_a_g_e:

     scb(x, ..., ev = lfgrid(20), simul = TRUE, type = 1)

_A_r_g_u_m_e_n_t_s:

       x: A numeric vector or matrix of predictors (as in
          'locfit.raw'), or a model formula (as in 'locfit').

     ...: Additional arguments to 'locfit.raw'.

      ev: The evaluation structure to use.  See 'locfit.raw'.

   simul: Should the coverage be simultaneous or pointwise?

    type: Type of confidence bands. 'type=0' computes pointwise 95%
          bands. 'type=1' computes basic simultaneous bands with no
          corrections. 'type=2,3,4' are the centered and corrected
          bands for parametric regression models listed in Table 3 of
          Sun, Loader and McCormick (2000).

_V_a_l_u_e:

     A list containing the evaluation points, fit, standard deviations
     and upper and lower confidence bounds. The class is '"scb"';
     methods for printing and ploting are provided.

_R_e_f_e_r_e_n_c_e_s:

     Sun J. and Loader, C. (1994). Simultaneous confidence bands in
     linear regression and smoothing. _The Annals of Statistics_ 22,
     1328-1345.

     Sun, J., Loader, C. and McCormick, W. (2000). Confidence bands in
     generalized linear models. _The Annals of Statistics_ 28, 429-460.

_S_e_e _A_l_s_o:

     'locfit', 'print.scb', 'plot.scb'.

_E_x_a_m_p_l_e_s:

     # corrected confidence bands for a linear logistic model
     data(insect)
     fit <- scb(deaths~lp(lconc,deg=1), type=4, w=nins,
                data=insect,family="binomial",kern="parm")
     plot(fit)

