compute the correct interval for locfit smoothers

[topepo]

Closes #3806

library(ggplot2)
library(locfit)
#> locfit 1.5-9.4    2020-03-24

mtcars$x <- mtcars$disp
grid <- seq(71, 470, length.out = 100)
fit <- locfit::locfit(mpg ~ x, data = mtcars)
prd <- predict(fit, data.frame(x = grid), se.fit = TRUE)
resid_df <- fit$dp["df2"]

lower_95 <- prd$fit + qt(0.025, df = resid_df) * prd$se.fit
upper_95 <- prd$fit + qt(0.975, df = resid_df) * prd$se.fit
res_95 <- ggplot2:::predictdf(fit, xseq = grid, se = TRUE, level = 0.95)
all.equal(res_95$ymin, lower_95, tolerance = 0.0001)
#> [1] TRUE
all.equal(res_95$ymax, upper_95, tolerance = 0.0001)
#> [1] TRUE

lower_99 <- prd$fit + qt(0.005, df = resid_df) * prd$se.fit
upper_99 <- prd$fit + qt(0.995, df = resid_df) * prd$se.fit
res_99 <- ggplot2:::predictdf(fit, xseq = grid, se = TRUE, level = 0.99)
all.equal(res_99$ymin, lower_99, tolerance = 0.0001)
#> [1] TRUE
all.equal(res_99$ymax, upper_99, tolerance = 0.0001)
#> [1] TRUE

^{Created on 2021-04-19 by the reprex package (v1.0.0.9000)}

[thomasp85]

Thanks!