Math-LOESS
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$alpha //= 0.01;
unless ($alpha > 0 and $alpha < 1) {
die "The alpha value should be between 0 and 1";
}
unless ($self->_obj->{se}) {
die "Cannot compute confidence intervals without standard errors";
}
my $ci = Math::LOESS::_swig::confidence_intervals->new;
Math::LOESS::_swig::pointwise($self->_obj, 1 - $alpha, $ci);
my $m = $self->_obj->{m};
my $rslt =
{ map { $_ => Math::LOESS::_swig::darray_to_pdl( $ci->{$_}, $m ) }
qw(fit upper lower) };
Math::LOESS::_swig::pw_free_mem($ci);
return $rslt;
}
1;
__END__
=pod
=encoding UTF-8
=head1 NAME
Math::LOESS::Prediction - Math::LOESS prediction and confidence intervals
=head1 VERSION
version 0.001000
=head1 DESCRIPTION
You normally don't need to construct object of this class yourself.
Instead you get the object from an L<Math::LOESS> object after its C<fit()>
method is called.
=head1 ATTRIBUTES
=head2 values
loess values evaluated at newdata.
=head2 stderr
Estimates of the standard error on the estimated values.
=head2 residual_scale
Estimate of the scale of the residuals.
=head2 df
Degrees of freedom of the loess fit.
It is used with the t-distribution to compute pointwise confidence
intervals for the evaluated surface. It is obtained using the formula
C<(one_delta ** 2) / two_delta>
=head1 METHODS
=head2 confidence
confidence($alpha=0.01)
Returns the confidence intervals for predicted values, as a hashref of
C<{ fit =E<gt> $fit, upper =E<gt> $upper, lower =E<gt> $lower }>,
where C<$fit>, C<$upper>, C<$lower> are piddles.
=head1 SEE ALSO
L<Math::LOESS>
=head1 AUTHOR
Stephan Loyd <sloyd@cpan.org>
=head1 COPYRIGHT AND LICENSE
This software is copyright (c) 2019-2023 by Stephan Loyd.
This is free software; you can redistribute it and/or modify it under
the same terms as the Perl 5 programming language system itself.
=cut
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