[R] Prediction intervals (i.e. not CI of the fit) for monotonic loess curve using bootstrapping

Jan Stanstrup jan.stanstrup at fmach.it
Tue Aug 19 09:56:07 CEST 2014

And just then I realized the problem. nknots need to be length(knots). 
Otherwise knots are deleted.

I am not so sure this works equally well as my original loess fit 
though. The fit I get with cobs is highly dependent on the "knot step 
size". At 0.4 for example it seems ok. At 0.3 I get points with 
basically zero width intervals. At 0.2 it breaks ("There is at least one 
pair of adjacent knots that contains no observation."). Not so great for 
my use case where I need to build many models unsupervised.

- Jan.

On 08/19/2014 09:44 AM, Jan Stanstrup wrote:
> Sorry. I have updated the code to have include the knot selection 
> (https://github.com/stanstrup/retpred_shiny/blob/master/retdb_admin/make_predictions_CI_tests.R). 
> I am working on the "Good data" at the moment.
> - Jan.
> On 08/18/2014 08:14 PM, David Winsemius wrote:
>> I had that result sometimes when testing as well. You don't offer any code so there's nothing I can do to follow-up.

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