EnvStats Functions for Prediction Intervals
The EnvStats functions listed below are useful for computing prediction intervals and simultaneous prediction intervals. See Power and Sample Size for a list of functions useful for computing power and sample size for a design based on a prediction interval width, or a design based on a hypothesis test for future observations falling outside of a prediciton interval.
| Function Name | Description |
predIntGamma, |
Prediction interval for the next k |
predIntGammaAlt |
observations or next set of k means for a |
| Gamma distribution. | |
predIntGammaSimultaneous, |
Construct a simultaneous prediction interval for the |
predIntGammaAltSimultaneous |
next r sampling occasions based on a |
| Gamma distribution. | |
predIntLnorm, |
Prediction interval for the next k |
predIntLnormAlt |
observations or geometric means from a |
| Lognormal distribution. | |
predIntLnormSimultaneous, |
Construct a simultaneous prediction interval for the |
predIntLnormAltSimultaneous |
next r sampling occasions based on a |
| Lognormal distribution. | |
predIntNorm |
Prediction interval for the next k observations |
| or means from a Normal (Gaussian) distribution. | |
predIntNormK |
Compute the value of K for a prediction interval |
| for a Normal distribution. | |
predIntNormSimultaneous |
Construct a simultaneous prediction interval for the |
| next r sampling occasions based on a | |
| Normal distribution. | |
predIntNormSimultaneousK |
Compute the value of K for a simultaneous |
| prediction interval for the next r sampling | |
| occasions based on a Normal distribution. | |
predIntNpar |
Nonparametric prediction interval for the next k |
| of K observations. | |
predIntNparSimultaneous |
Construct a nonparametric simultaneous prediction |
| interval for the next r sampling occasions. | |
predIntPois |
Prediction interval for the next k observations |
| or sums from a Poisson distribution. | |
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