Pointwise Confidence Limits for Predictions

DESCRIPTION:

Computes pointwise confidence limits for predictions computed by the function predict.

USAGE:

pointwise(result.predict, coverage = 0.99) 

REQUIRED ARGUMENTS:

result.predict
output from a call to predict with se.fit = TRUE.

OPTIONAL ARGUMENTS:

coverage
confidence level of the limits as a fraction.

VALUE:

a list with the following components:
upper
upper limits of pointwise confidence intervals.
fit
surface values. This is the same as the component fit of result.predict.
lower
lower limits of pointwise confidence intervals.

DETAILS:

This function computes pointwise confidence limits for predictions computed by the function predict. The limits are computed at those points specified by the argument newdata of predict.

SEE ALSO:

.

EXAMPLES:

attach(gas) 
gas.m <- loess(NOx ~ E, data = gas, span = 2/3) 
gas.se <- predict(gas.m, newdata = seq(min(E), max(E),length = 7), 
                  se.fit = TRUE) 
pointwise(gas.se) 
# Gives the following result: 
 $upper: 
 [1] 1.985621 4.109807 5.480230 5.566510 3.527610 1.710617 
 [7] 1.472049 
 $fit: 
 [1] 1.1964144 3.6794968 5.0557086 5.1352603 3.1436568 1.1969317 
 [7] 0.5236823 
 $lower: 
 [1]  0.4072080  3.2491865  4.6311876  4.7040105  2.7597037 
 [6]  0.6832464 -0.4246841