Confidence bands for transformation, distribution, survivor or cumulative hazard functions
confband(object, newdata, level = 0.95, ...)
# S3 method for mlt
confband(object, newdata, level = 0.95,
type = c("trafo", "distribution", "survivor", "cumhazard"),
K = 20, cheat = K, ...)For each row in newdata the function and corresponding confidence
band evaluated at the K (or cheat) grid points is returned.
an object of class mlt
a data frame of observations
the confidence level
the function to compute the confidence band for
number of grid points the function is evaluated at
number of grid points the function is evaluated at when
using the quantile obtained for K grid points
additional arguments to confint.glht
The function is evaluated at K grid points and simultaneous
confidence intervals are then interpolated in order to construct the band.
A smoother band can be obtained by setting cheat to something larger
than K: The quantile is obtained for K grid points but
the number of evaluated grid points cheat can be much larger at no
additional cost. Technically, the nominal level is not maintained in
this case but the deviation will be small for reasonably large K.