confband: Confidence Bands

In mlt: Most Likely Transformations

Confidence Bands

Description

Confidence bands for transformation, distribution, survivor or cumulative hazard functions

Usage

confband(object, newdata, level = 0.95, ...)
## S3 method for class 'mlt'
confband(object, newdata, level = 0.95, 
       type = c("trafo", "distribution", "survivor", "cumhazard"), 
       K = 20, cheat = K, ...)

Arguments

object	an object of class mlt
newdata	a data frame of observations
level	the confidence level
type	the function to compute the confidence band for
K	number of grid points the function is evaluated at
cheat	number of grid points the function is evaluated at when using the quantile obtained for K grid points
...	additional arguments to confint.glht

Details

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.

Value

For each row in newdata the function and corresponding confidence band evaluated at the K (or cheat) grid points is returned.

mlt documentation built on April 11, 2024, 3 p.m.