diff rDiff/src/locfit/m/lfband.m @ 0:0f80a5141704

version 0.3 uploaded

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/rDiff/src/locfit/m/lfband.m	Thu Feb 14 23:38:36 2013 -0500
@@ -0,0 +1,43 @@
+function lfband(fit,varargin)
+
+% adds confidence bands around the plot of a locfit() fit.
+%
+% for 2-d fits, produces separate surface plots of upper and
+% lower confidence limits.
+%
+% Bands are based on 95% pointwise coverage, using a single
+% (i.e. global) estimate of sigma^2.
+
+xfit = lfmarg(fit);
+% placing 'band','g' before varargin{:} ensures that
+% user-provided 'band' has precedence.
+ypp = predict(fit,xfit,'band','g',varargin{:});
+yfit = ypp{1};
+se = ypp{2};
+bands = ypp{3};
+
+data = fit.data;
+xdata = data.x;
+p = size(xdata,2);
+cv = 1.96;
+fali = fit.fit_points.family_link;
+cl = invlink(bands(:,1),fali);
+cu = invlink(bands(:,2),fali);
+
+if (p==1)
+  hold on;
+  plot(xfit{1},cu,':');
+  plot(xfit{1},cl,':');
+  hold off;
+end;
+
+if (p==2)
+  x1 = xfit{1};
+  x2 = xfit{2};
+  figure(1);
+  surf(x1,x2,reshape(cl,length(x1),length(x2))');
+  figure(2);
+  surf(x1,x2,reshape(cu,length(x1),length(x2))');
+end;
+
+return;