Confidence intervals estimates for cubic smoothing spline (csaps)
14 views (last 30 days)
Show older comments
Matthew Taliaferro
on 23 May 2017
Answered: Matthew Taliaferro
on 29 May 2017
Is there a built in function that will return the confidence bands for csaps (or the output from ppval)? Extra information that might be useful:
- I have data that is smoothed both with and without weights.
- I estimated the smoothing parameter using cross-validation using both k-fold and leave-one-out. Aside: why doesn't MATLAB do this automatically?
I found a paper, Smoothing Noisy Data with Spline Functions by M. F. Hutchinson and F. R. De Hoog that describes a method for estimating the confidence intervals, but I'd rather not code it myself if a script already exists.
Edit: The title was poorly worded and it doesn't seem I can change it now. I meant confidence bands, not confidence interval.
0 Comments
Accepted Answer
More Answers (1)
David Ding
on 26 May 2017
Hi Mark,
Unfortunately the output of "csaps" function requires further processing to obtain the confidence bands. The following detailed explanations on the Curving Fitting Toolbox might be useful:
Thanks,
David
See Also
Categories
Find more on Interpolation in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!