The predict method for locfit object (in the `locfit' package) can do this.
For details, see Loader's book.
HTH,
Andy
> From: Z P
>
> Dear all,
>
> Is there any package or function can do the pointwise
> confidence interval
> and confidence band for the local polynomial regression?
> Maybe the local
> linear regression is enough. Thanks.
>
> Regards,
>
> Zhen
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