Pointwise Confidence Limits for Predictions

DESCRIPTION:
Computes pointwise confidence limits for predictions computed by the function predict.

USAGE:
pointwise(result.predict, coverage = 0.99)

REQUIRED ARGUMENTS:
result.predict:
output from a call to predict with se.fit = TRUE.

OPTIONAL ARGUMENTS:
coverage:
confidence level of the limits as a fraction.

VALUE:
a list with the following components:
upper:
upper limits of pointwise confidence intervals.
fit:
surface values. This is the same as the component fit of result.predict.
lower:
lower limits of pointwise confidence intervals.

DETAILS:
This function computes pointwise confidence limits for predictions computed by the function predict. The limits are computed at those points specified by the argument newdata of predict.

SEE ALSO:
predict .

EXAMPLES:
attach(gas)
gas.m <- loess(NOx ~ E, data = gas, span = 2/3)
gas.se <- predict(gas.m, newdata = seq(min(E), max(E),length = 7),
                  se.fit = TRUE)
pointwise(gas.se)

# Gives the following result: $upper: [1] 1.985621 4.109807 5.480230 5.566510 3.527610 1.710617 [7] 1.472049

$fit: [1] 1.1964144 3.6794968 5.0557086 5.1352603 3.1436568 1.1969317 [7] 0.5236823

$lower: [1] 0.4072080 3.2491865 4.6311876 4.7040105 2.7597037 [6] 0.6832464 -0.4246841