gof (version 0.9.1)

confint.cumres: Returns prediction bands for 'cumres' object

Description

Calculates prediction bands for the cumulative residual process under the null.

Usage

"confint" (object, parm = 1:length(object$variable), level = 0.95, cval = NULL, ...)

Arguments

object

Object produced by the function cumres

parm

vector of numbers indicating which processes from the x to calculate prediction bands for.

level

The required prediction level.

cval

Overrules the level-parameter by calculating symmetric prediction bands defined by the standard error multiplied by cval.

...

Additional arguments.

Value

list with the following members:

• "t"Ordered values of variable that is used to cumulate residuals after
• yuUpper simultaneous confidence limit

See Also

cumres

Examples

n <- 500; x <- abs(rnorm(n,sd=0.2))+0.01; y <- sqrt(x) + rnorm(n,sd=0.2)
l <- lm(y ~ x)
g <- cumres(l, R=1000)
confint(g,1)