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Analytic-style confidence bands for a VCMoE fit

vcmoe_confband.Rd

Computes HC0 analytic-style Epanechnikov path confidence bands for VCMoE fits with k = 2:10 using the fitted Epanechnikov/scaled parameterization. High-k intervals are diagnostic-gated and should be interpreted with the returned block and Hessian diagnostics.

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.

data

Optional original data frame. The implementation uses fit$fitted; refit with control = list(keep_data = TRUE) if needed.

level

Confidence level.

type

Whether the convenience lower and upper columns use pointwise intervals or simultaneous bands.

coefficient_set

Coefficient blocks to return.

strict

Whether weak local fits should return blocked intervals.

control

Optional inference controls. HC0 is the only active covariance adjustment.

Value

A vcmoe_confband object with intervals, diagnostics, and settings.

Details

The returned interval table includes pointwise and simultaneous columns, diagnostic status, block reasons, Hessian condition, effective local sample size, and SCB metadata. Binomial expert intervals are on the logit coefficient scale, Negative-Binomial expert intervals are on the log mean scale, and Negative-Binomial theta intervals are nuisance diagnostics.