[R] confidence variability bands for kernel estimators

From: Michael Gälger <gaelger_at_aept.ruhr-uni-bochum.de>
Date: Wed 28 Sep 2005 - 23:58:12 EST


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 Gälger



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