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)
     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")

