I use the locfit package for some local logistic regression in R, and its scb function to plot simultaneous confidence bands. However, I see no way to request 90% confidence bands instead of the standard 95% ones. I checked the functions themselves, but I do not see where one could hack those either.
Why is there this limitation? What can one do about this?
My code goes along these lines:
fit2<-scb(closed_rule ~ bl,deg=1,type=4, xlim=c(0,1),ev=lfgrid(100), family='binomial',data=data,alpha=cbind(0,0.3))