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Can we add a feature to estimate_npmetric_erf to enable plotting confidence bands and/or confidence intervals?* Pages 7-12 of this paper discuss several formulas for computing confidence bands and confidence intervals.* I wonder if bootstrap is the simplest way, and whether there are R functions that can automatically do this for us. I know estimate_npmetric_erf uses KernSmooth::locpoly to generate the kernel density.
*The paper I referenced says, "confidence intervals are confidence regions with only local coverage and confidence bands are confidence regions with simultaneous coverage" (p. 7).
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Can we add a feature to
estimate_npmetric_erf
to enable plotting confidence bands and/or confidence intervals?* Pages 7-12 of this paper discuss several formulas for computing confidence bands and confidence intervals.* I wonder if bootstrap is the simplest way, and whether there are R functions that can automatically do this for us. I knowestimate_npmetric_erf
usesKernSmooth::locpoly
to generate the kernel density.*The paper I referenced says, "confidence intervals are confidence regions with only local coverage and confidence bands are confidence regions with simultaneous coverage" (p. 7).
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