[R] 95% CI bands on a Lowess smoother

[Prof Brian Ripley]

On Tue, 5 Aug 2008, Gareth Campbell wrote:

> Hi there,
>
> I'm plotting some glass RI values just by plotting
>
> plot(x)
>
> then I put on my lowess smoother
>
> lines(lowess(x))
>
> now I want to put on some 95% Confidence Interval bands of the lowess
> smoother, but don't know how??

You can have pointwise confidence intervals or a simultaneous confidence 
band, so which did you mean?

I don't know of any theory for the latter, whereas for the former lowess 
is a locally linear fit and hence there will be asymptotic results not 
very relevant for local fits.

Looks like a case for simulation-based inference, e.g. via a bootstrap.

>
>
> Thanks
>
> -- 
> Gareth Campbell
> PhD Candidate
> The University of Auckland
>
> P +649 815 3670
> M +6421 256 3511
> E gareth.campbell at esr.cri.nz
> gcam032 at gmail.com
>
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>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595