crit                 package:locfit                 R Documentation

_C_o_m_p_u_t_e _c_r_i_t_i_c_a_l _v_a_l_u_e_s _f_o_r _c_o_n_f_i_d_e_n_c_e _i_n_t_e_r_v_a_l_s.

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

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

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

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

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

     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. 

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

     Critical value object.

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

     'locfit', 'plot.locfit', 'kappa0', 'crit<-'.

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

     # 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")

