[R] confidence variability bands for kernel estimators

Liaw, Andy andy_liaw at merck.com
Wed Sep 28 16:57:54 CEST 2005

The `sm' package has functionality to produce pointwise band.  The `locfit'
package can produce simultaneous band.  Both are support software for books,
where you'll find more detail.


> From: Michael Gälger
> 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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