Analytic-style confidence bands for a VCMoE fit

Usage

vcmoe_confband(
  fit,
  data = NULL,
  level = 0.95,
  type = c("pointwise", "simultaneous"),
  coefficient_set = c("expert", "gating", "sigma", "theta"),
  strict = TRUE,
  control = list()
)

Arguments

fit: A vcmoe fit with k = 2:10.
data: Optional original data frame. The current implementation uses the data stored in fit$fitted; refit with keep_data = TRUE if needed.
level: Confidence level.
type: Interval columns to expose as lower and upper.
coefficient_set: Coefficient blocks to return.
strict: Whether weak local fits should return blocked intervals.
control: Optional development inference controls. HC0 is the only active covariance adjustment.

Value

A vcmoe_confband object with interval and diagnostic data frames.

Details

For engine = "joint_path_em", the covariance follows the JASA observed local-likelihood asymptotic sandwich plug-in. It does not include shared-path, label-selection, or finite-grid cross-grid responsibility uncertainty. Joint-path convergence and the returned score-imbalance diagnostics should therefore be inspected. The returned metadata identifies the covariance target, estimator/covariance match, omitted uncertainty, and coverage-theory scope; no bias or boundary correction is applied.