predictionInterval {fabPrediction}

Wrapper to obtain a prediction interval for continuous data

Description

This function computes a prediction interval from a number of methods.

Usage

predictionInterval(Y, method = "FAB", alpha = 0.15, mu = 0, tau2 = 1)

Arguments

Y

Observed data vector

method

Choice of prediction method. Options include FAB, DTA, direct, Bayes.

alpha

Prediction error rate

mu

Prior expected mean of the population mean

tau2

Prior expected variance of the population mean

Value

pred object containing prediction interval bounds and interval coverage

Examples

# example data
data(radon)
y_county9 = radon$radon[radon$group==9]

fab.region = predictionInterval(y_county9,
  method = "FAB",
  alpha = .15,
  mu = 0.5,tau2 = 1)
fab.region$bounds
plot(fab.region)