[R] confidence variability bands for kernel estimators

Michael Gälger gaelger at aept.ruhr-uni-bochum.de
Wed Sep 28 15:58:12 CEST 2005


I'm using nonparametric regression (packeges ksmooth and ks). My question:
is there any way to compute confidence bands (or variability bands) with R.
Confidence bands for functions are intervals [CLO(x);CUP(x)] such that with
probability 1-alpha the true curve is covered by the band [CLO(x);CUP(x)].

Thanks very much for any help you can offer. 

Michael Gälger




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