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.