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- 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;
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