function kap=kappa0(x,y,varargin) % Compute the constants for `tube-formula' based simultaneous % confidence bands. % % Works for regression models only. Density estimation problems % should be converted to counts, and use poisson regression % 'family','poisson'. % % Essentially, this is a front-end to locfit, and so all optional % arguments to locfit (eg, smoothing parameters) can be provided. % % To compute (or plot) the confidence bands, provide the output % of the kappa0() function as the 'kappa' argument to a % predict() or lfband() call. % % % Example: % % load ethanol; % fit = locfit(E,NOx,'alpha',0.5) % kap = kappa0(E,NOx,'alpha',0.5) % give same arguments! % lfplot(fit) % lfband(fit,'kappa',kap) % plot the simultaneous bands % z = predict(fit,[0.6 0.7 0.8]','kappa',kap,'band','g') % z{3} % evaluate the bands. fit = locfit(x,y,'module','kappa','ev','grid','mg',20,varargin{:}); z = fit.fit_points.kappa; d = size(fit.data.x,2); kap = z(1:(d+1)); return;