[R] Confidence bands around LOESS

-----Original Message-----
From: kydaviddoyle at gmail.com
Sent: Tue, 7 Aug 2012 21:22:41 -0500
To: r-help at r-project.org
Subject: [R] Confidence bands around LOESS

Hi Folks,

I'm looking to do Confidence bands around LOESS smoothing curve.

If found the older post about using the Standard error to approximate it
https://stat.ethz.ch/pipermail/r-help/2008-August/170011.html

Also found this one
http://www.r-bloggers.com/sab-r-metrics-basics-of-loess-regression/

But they both seem to be approximations of confidence intervals and I was
wonder if there was a way to get the CIs?

Below is the code I have so far and my data is no the net.

Any help would be greatly appreciated.

Take Care
David
-----------------------------

#Load your data. Is located on the web at the address below

mydata <- read.csv("http://doylesdartden.com/smoothing.csv", sep=",")

mydata <- read.table("x.csv", header=TRUE, sep=",",)



attach(mydata)

reg1 <- lm(Y_Axis_Parameter~X_Axis_Parameter)

par(cex=1)

* *

* *

#Plots the data but makes nondetects a different color and type based on
column D_Y_Axis_Parameter being a 0 for ND and 1 for detect.

plot(X_Axis_Parameter, Y_Axis_Parameter, col=ifelse(D_Y_Axis_Parameter,
"black", "red"),ylab = "Y_Axis_Parameter", pch=ifelse(D_Y_Axis_Parameter,
19, 17), cex = 0.7)



plx<-predict(loess(Y_Axis_Parameter ~ X_Axis_Parameter, data=mydata),
se=T)





lines(mydata$X_Axis_Parameter,plx$fit+2*plx$s, lty=2) #rough & ready CI

lines(mydata$X_Axis_Parameter,plx$fit-2*plx$s, lty=2)



# Apply loess smoothing using the default span value of 0.8. You can
change the curve by changing the span value.

y.loess <- loess(y ~ x, span=0.8, data.frame(x=X_Axis_Parameter,
y=Y_Axis_Parameter))



# Compute loess smoothed values for all points along the curve

y.predict <- predict(y.loess, data.frame(x=X_Axis_Parameter))



# Plots the curve.

lines(X_Axis_Parameter,y.predict)

* *

#Add Legend to graY_Axis_Parameter. You can change the size of the box
by
changing cex = 0.75 Large # makes it larger.

legend("topleft", c("Smoothing Curve", "Detected", "NonDetect"), col =
c(1,
"black","red"), cex = 0.75,

text.col = "black", lty = c(1 ,-1, -1), pch = c(-1, 19, 17),

merge = TRUE, bg = 'gray90')

* *

#Add title

title(main="Locally Weighted Scatterplot Smoothing Curve")



# Done

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