KSPM (version 0.2.1)

confint.kspm: Confidence interavls for linear part of model parameters

Description

Computes confidence intervals for one or more parameters in the linear part of a fitted model of class "kspm".

Usage

# S3 method for kspm
confint(object, parm = NULL, level = 0.95, ...)

Arguments

object

an object of class "kspm", usually, a result of a call to kspm.

parm

a vector of names specifying which parameters are to be given confidence intervals. If missing, all parameters are considered.

level

the confidence level required. By default 0.95.

...

additional optional argument (currently unused).

Value

A matrix with column giving lower and upper confidence limits for each parameter. These are labelled as \(\frac{1-level}{2}\) and \(1 - \frac{1-level}{2}\) in percentage.

Details

For objects of class "kspm", the confidence interval is based on student distribution and effective degree of freedom of the model.

See Also

kspm for fitting model, summary.kspm.

Examples

# NOT RUN {
x <- 1:15
z1 <- runif(15, 1, 6)
z2 <- rnorm(15, 1, 2)
y <- 3*x + (z1 + z2)^2 + rnorm(15, 0, 2)
fit <- kspm(y, linear = ~ x, kernel = ~ Kernel(~ z1 + z2,
kernel.function = "polynomial", d= 2, rho = 1, gamma = 0))
confint(fit)

# }