Usage: |
{mh, clo, cup} = regxcb(x {,h {,alpha {,K} {,d}}})
|
Input: |
| x | n x 2, the data. In the first column the
independent, in the second column the
dependent variable.
|
| h | scalar, bandwidth. If not given, 20% of the
range of x[,1] is used.
|
| alpha | confidence level, If not given, 0.05 is used.
|
| K | string, kernel function on [-1,1] with
K(-1)=K(1)=0. If not given, the Quartic kernel
"qua" is used.
|
| xv | m x 1, values of the independent variable on
which to compute the regression. If not given,
x is used.
|
Output: |
| mh | n x 2 or m x 2 matrix, the first column is the
sorted first column of x or the sorted xv, the
second column contains the regression estimate
on the values of the first column.
|
| clo | n x 2 or m x 2 matrix, the first column is the
sorted first column of x or the sorted xv, the
second column contains the lower confidence
bounds on the values of the first column.
|
| cup | n x 2 or m x 2 matrix, the first column is the
sorted first column of x or the sorted xv, the
second column contains the upper confidence
bounds on the values of the first column.
|