compute the correct interval for locfit smoothers #3806 (#4435)

Author: topepo

R/stat-smooth-methods.r

@@ -47,7 +47,7 @@ predictdf.loess <- function(model, xseq, se, level) {
 
   if (se) {
     y = pred$fit
-    ci <- pred$se.fit * stats::qt(level / 2 + .5, pred$df)
+    ci = pred$se.fit * stats::qt(level / 2 + .5, pred$df)
     ymin = y - ci
     ymax = y + ci
     base::data.frame(x = xseq, y, ymin, ymax, se = pred$se.fit)
@@ -62,8 +62,9 @@ predictdf.locfit <- function(model, xseq, se, level) {
 
   if (se) {
     y = pred$fit
-    ymin = y - pred$se.fit
-    ymax = y + pred$se.fit
+    ci = pred$se.fit * stats::qt(level / 2 + .5, model$dp["df2"])
+    ymin = y - ci
+    ymax = y + ci
     base::data.frame(x = xseq, y, ymin, ymax, se = pred$se.fit)
   } else {
     base::data.frame(x = xseq, y = as.vector(pred))